Number of items: 3.
Daouia, Abdelaati, Stupfler, Gilles Claude
and Usseglio-Carleve, Antoine
(2024)
An expectile computation cookbook.
Statistics and Computing, vol. 34 (n° 103).
Daouia, Abdelaati, Stupfler, Gilles Claude
and Usseglio-Carleve, Antoine
(2022)
Inference for extremal regression with dependent heavy-tailed data.
TSE Working Paper, n. 22-1324, Toulouse
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.