Article

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2024) Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles. Statistics and Computing, vol. 34 (n° 130).

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 (2024) Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. Statistics and Computing, Vol. 34 (N° 130).

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2023) Inference for extremal regression with dependent heavy-tailed data. Annals of Statistics, Vol. 51 (N °5). pp. 2040-2066.

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2023) Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions. Royal Society Open Science, vol. 10 (n° 3).

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.

Monograph

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2024) Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction. TSE Working Paper, n. 24-1565, Toulouse

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