2024

Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude (2024) Optimal weighted pooling for inference about the tail index and extreme quantiles. Bernoulli, vol. 30 (n° 2). pp. 1287-1312.

Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude (2024) Extreme expectile estimation for short-tailed data. Journal of Econometrics, vol. 241 (n° 2).