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Number of items: 10.

Article

Usseglio-Carleve, Antoine, Girard, Stéphane and Stupfler, Gilles Claude (2021) Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models. The Annals of statistics, vol. 49 (n° 6). pp. 3358-3382.

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles Claude (2021) ExpectHill estimation, extreme risk and heavy tails. Journal of Econometrics, vol. 221 (n° 1). pp. 97-117.

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles Claude (2020) Tail expectile process and risk assessment. Bernoulli journal, vol. 26 (n° 1). pp. 531-556.

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles Claude (2019) Extreme M-quantiles as risk measures: From L1 to Lp optimization. Bernoulli journal, vol. 25 (n° 1). pp. 264-309.

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

Daouia, Abdelaati, Girard, Stéphane and Guillou, Armelle (2014) A gamma-moment approach to monotonic boundary estimation. Journal of Econometrics, 178 (2). pp. 727-740.

Daouia, Abdelaati, Gardes, Laurent and Girard, Stéphane (2013) On kernel smoothing for extremal quantile regression. Bernoulli journal, vol. 19. pp. 2557-2589.

Daouia, Abdelaati, Gardes, Laurent, Girard, Stéphane and Lekina, Alexandre (2011) Kernel estimators of extreme level curves. Test, 20 (n°2). pp. 311-333.

Book Section

Daouia, Abdelaati, Gardes, Laurent and Girard, Stéphane (2012) Nadaraya’s Estimates for Large Quantiles and Free Disposal Support Curves. In: Exploring Research Frontiers in Contemporary Statistics and Econometrics: A Festschrift for Léopold Simar Physica-Verlag Heidelberg. pp. 1-22. ISBN 978-3-7908-2349-3

Monograph

Daouia, Abdelaati, Girard, Stéphane and Guillou, Armelle (2013) A gamma-moment approach to monotonic boundaries estimation. TSE Working Paper, n. 13-411

This list was generated on Fri Jun 21 21:40:39 2024 CEST.