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Estimating a frontier function using a high-order moments method

Gilles Stupfler , Stéphane Girard , Armelle Guillou
31st European Meeting of Statisticians, Jul 2017, Helsinki, Finland
Conference papers hal-01571126v1
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Estimation of the parameters of a Markov-modulated loss process in insurance

Armelle Guillou , Stéphane Loisel , Gilles Stupfler
Insurance: Mathematics and Economics, 2013, 53, pp.388-404. ⟨10.1016/j.insmatheco.2013.07.003⟩
Journal articles hal-00589696v1
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Estimation de point terminal dans le domaine d'attraction de Weibull par une méthode des moments d'ordre élevé

Gilles Stupfler , Stéphane Girard , Armelle Guillou
44e Journées de Statistique, May 2012, Bruxelles, Belgique
Conference papers hal-00801381v1

Estimating an endpoint using high order moments

Stéphane Girard , Armelle Guillou , Gilles Stupfler
EVA 2011 - 7th International Conference on Extreme Value Analysis, Jun 2011, Lyon, France
Conference papers hal-00847585v1
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Nonparametric extreme conditional expectile estimation

Stéphane Girard , Gilles Stupfler , Antoine Usseglio-Carleve
Scandinavian Journal of Statistics, 2022, 49 (1), pp.78-115. ⟨10.1111/sjos.12502⟩
Journal articles hal-02114255v3
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Extreme Lp-quantile kernel regression

Stéphane Girard , Gilles Stupfler , Antoine Usseglio-Carleve
Advances in Contemporary Statistics and Econometrics, Springer, pp.197-219, 2021, ⟨10.1007/978-3-030-73249-3_11⟩
Book sections hal-03182032v1
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Asymptotic behaviour of extreme geometric quantiles and their estimation under moment conditions

Stéphane Girard , Gilles Stupfler
2014
Preprints, Working Papers, ... hal-01060985v1
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Estimating the conditional extreme-value index under random right-censoring

Gilles Stupfler
2015
Preprints, Working Papers, ... hal-00881846v2
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On the weak convergence of the kernel density estimator in the uniform topology

Gilles Stupfler
2016
Preprints, Working Papers, ... hal-01220124v2

Estimating the conditional extreme-value index under random right-censoring

Gilles Stupfler
Journal of Multivariate Analysis, 2016, 144, pp.1--24. ⟨10.1016/j.jmva.2015.10.015⟩
Journal articles hal-01446199v1

Estimation of high-dimensional extreme conditional expectiles

Gilles Stupfler , Stéphane Girard
CMStatistics 2018 - 11th International Conference of the ERCIM WG on Computing and Statistics, Dec 2018, Pisa, Italy
Conference papers hal-01942210v1
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Uniform asymptotic properties of a nonparametric regression estimator of conditional tails

Yuri Goegebeur , Armelle Guillou , Gilles Stupfler
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2015, 51 (3), pp.1190-1213. ⟨10.1214/14-AIHP624⟩
Journal articles hal-00794724v2
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Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions

Jonathan El Methni , Gilles Stupfler
Statistica Sinica, 2017, 27 (2), pp.907-930. ⟨10.5705/ss.202015.0460⟩
Journal articles hal-01145417v3
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An $Lp$ −quantile methodology for estimating extreme expectiles

Stéphane Girard , Gilles Stupfler , Antoine Usseglio-Carleve
2020
Preprints, Working Papers, ... hal-02311609v3
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Tail expectile process and risk assessment

Abdelaati Daouia , Stéphane Girard , Gilles Stupfler
Bernoulli, 2020, 26 (1), pp.531-556. ⟨10.3150/19-BEJ1137⟩
Journal articles hal-01744505v3
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Extreme geometric quantiles in a multivariate regular variation framework

Stéphane Girard , Gilles Stupfler
Extremes, 2015, 18 (4), pp.629-663. ⟨10.1007/s10687-015-0226-0⟩
Journal articles hal-01155112v2

Estimation of tail risk based on extreme expectiles

Stéphane Girard , Abdelaati Daouia , Gilles Stupfler
Workshop Extremes - Copulas - Actuarial science, Feb 2016, Luminy, France
Conference papers hal-01311778v1

Transformations to symmetry based on the probability weighted characteristic function

Simos G. Meintanis , Gilles Stupfler
Kybernetika, 2015, 51 (4), pp.571--587. ⟨10.14736/kyb-2015-4-0571⟩
Journal articles hal-01457397v1
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Extreme expectile estimation for heavy-tailed time series

Simone A. Padoan , Gilles Stupfler
2021
Preprints, Working Papers, ... hal-02541663v3

On the asymptotic behaviour of extreme geometric quantiles

Gilles Stupfler , Stéphane Girard
Workshop on Extreme Value Theory, with an emphasis on spatial and temporal aspects, Nov 2014, Besançon, France
Conference papers hal-01086054v1
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Estimating the parameters of a seasonal Markov-modulated Poisson process

Armelle Guillou , Stéphane Loisel , Gilles Stupfler
Statistical Methodology, 2015, 26, pp.103-123. ⟨10.1016/j.stamet.2015.04.003⟩
Journal articles hal-00965279v2
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Joint inference on extreme expectiles for multivariate heavy-tailed distributions

Simone A. Padoan , Gilles Stupfler
2021
Preprints, Working Papers, ... hal-02902667v3
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An integrated functional Weissman estimator for conditional extreme quantiles

Laurent Gardes , Gilles Stupfler
REVSTAT - Statistical Journal, 2019, 17 (1), pp.109-144
Journal articles hal-01362839v2
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On the study of extremes with dependent random right-censoring

Gilles Stupfler
2017
Preprints, Working Papers, ... hal-01450775v3
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Estimating an endpoint with high order moments

Stéphane Girard , Armelle Guillou , Gilles Stupfler
Test, 2012, 21 (4), pp.697-729. ⟨10.1007/s11749-011-0277-8⟩
Journal articles inria-00596979v1

On the weak convergence of kernel density estimators in Lp spaces

Gilles Stupfler
Journal of Nonparametric Statistics, 2014, 26 (4), pp.721--735. ⟨10.1080/10485252.2014.949707⟩
Journal articles hal-01474248v1
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Frontier estimation with kernel regression on high order moments

Stéphane Girard , Armelle Guillou , Gilles Stupfler
Journal of Multivariate Analysis, 2013, 116, pp.172-189. ⟨10.1016/j.jmva.2012.12.001⟩
Journal articles hal-00499369v3
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Intriguing properties of extreme geometric quantiles

Stéphane Girard , Gilles Stupfler
REVSTAT - Statistical Journal, 2017, 15 (1), pp.107--139
Journal articles hal-00865767v3

Extreme geometric quantiles

Stéphane Girard , Gilles Stupfler
7th International Conference of the ERCIM WG on Computing and Statistics, Dec 2014, Pise, Italy
Conference papers hal-01093048v1
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Extremile Regression: A concrete application in geology to extreme seismic moments of earthquakes conditional on their geographical locations

Abdelaati Daouia , Thibault Laurent , Gilles Stupfler
2018
Preprints, Working Papers, ... hal-01925656v2