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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
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
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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
Journal articles
hal-02114255v3
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Extreme Lp-quantile kernel regression
Stéphane Girard
,
Gilles Stupfler
,
Antoine Usseglio-Carleve
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
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Estimating the conditional extreme-value index under random right-censoring
Gilles Stupfler
Journal articles
hal-01446199v1
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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
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
Journal articles
hal-01744505v3
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Extreme geometric quantiles in a multivariate regular variation framework
Stéphane Girard
,
Gilles Stupfler
Journal articles
hal-01155112v2
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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
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Transformations to symmetry based on the probability weighted characteristic function
Simos G. Meintanis
,
Gilles Stupfler
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
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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
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
Journal articles
inria-00596979v1
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On the weak convergence of kernel density estimators in Lp spaces
Gilles Stupfler
Journal articles
hal-01474248v1
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Frontier estimation with kernel regression on high order moments
Stéphane Girard
,
Armelle Guillou
,
Gilles Stupfler
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
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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
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