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Number of items: 2.

2022

Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude (2022) Optimal weighted pooling for inference about the tail index and extreme quantiles. TSE Working Paper, n. 22-1322, Toulouse

2024

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

This list was generated on Fri Dec 27 13:50:01 2024 CET.
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