Number of items: 6.

Gaillac, ChristopheIdRef and Gautier, EricIdRef (2022) Adaptive estimation in the linear random coefficients model when regressors have limited variation. Bernoulli journal, vol. 28 (n° 1). pp. 504-524.

Daouia, AbdelaatiIdRef, Girard, StéphaneIdRef and Stupfler, Gilles ClaudeIdRef (2020) Tail expectile process and risk assessment. Bernoulli journal, vol. 26 (n° 1). pp. 531-556.

Gadat, SébastienIdRef, Gerchinovitz, SebastienIdRef and Marteau, ClémentIdRef (2020) Optimal functional supervised classification with separation condition. Bernoulli journal, vol. 26 (n° 3). pp. 1797-1831.

Daouia, AbdelaatiIdRef, Girard, StéphaneIdRef and Stupfler, Gilles ClaudeIdRef (2019) Extreme M-quantiles as risk measures: From L1 to Lp optimization. Bernoulli journal, vol. 25 (n° 1). pp. 264-309.

Daouia, AbdelaatiIdRef, Gardes, LaurentIdRef and Girard, StéphaneIdRef (2013) On kernel smoothing for extremal quantile regression. Bernoulli journal, vol. 19. pp. 2557-2589.

Daouia, AbdelaatiIdRef, Florens, Jean-PierreIdRef and Simar, LéopoldIdRef (2010) Frontier estimation and extreme value theory. Bernoulli journal, vol. 16 (n° 4). pp. 1039-1063.

This list was generated on Thu May 15 21:51:39 2025 CEST.