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Extremile regression
Daouia, Abdelaati; Stupfler, Gilles - 2024
Persistent link: https://www.econbiz.de/10014636054
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Extreme expectile estimation for short-tailed data
Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles - In: Journal of econometrics 241 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015075192
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Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles - 2022
Persistent link: https://www.econbiz.de/10013170008
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Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2022
Persistent link: https://www.econbiz.de/10013170015
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On the tail heaviness of secondary case numbers and cluster sizes for SARS-CoV-2
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2022
Persistent link: https://www.econbiz.de/10013170019
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Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles - 2023
Persistent link: https://www.econbiz.de/10014227990
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Risk measures beyond quantiles
Daouia, Abdelaati; Stupfler, Gilles - 2025
Persistent link: https://www.econbiz.de/10015361714
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ON THE BOOTSTRAP ACCURACY OF THE PARETO INDEX
EL-NOUTY, Charles; GUILLOU, Armelle - In: Statistics & Decisions 18 (2000) 3, pp. 275-290
Persistent link: https://www.econbiz.de/10014622119
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SUBSAMPLING FOR DENSITY ESTIMATION
Guillou, Armelle - In: Statistics & Decisions 20 (2002) 1-4, pp. 241-256
Persistent link: https://www.econbiz.de/10014622184
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Estimating catastrophic quantile levels for heavy-tailed distributions
Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; … - In: Insurance: Mathematics and Economics 34 (2004) 3, pp. 517-537
Persistent link: https://www.econbiz.de/10005380663