Items where Author is "Stupfler, Gilles"

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Number of items: 4.

Article

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2018) Estimation of Tail Risk based on Extreme Expectiles. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 80 (2). pp. 263-292.

Monograph

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2018) ExpectHill estimation, extreme risk and heavy tails. TSE Working Paper, n. 18-953, Toulouse

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2018) Tail expectile process and risk assessment. TSE Working Paper, n. 18-944, Toulouse

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2017) Extreme M-quantiles as risk measures: From L1 to Lp optimization. TSE Working Paper, n. 17-841, Toulouse

This list was generated on Sat Oct 19 02:02:00 2019 CEST.