2021

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.

2022

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

2024

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2024) An expectile computation cookbook. Statistics and Computing, vol. 34 (n° 103).