Curve estimation problems can often be formulated in terms of a closed and convex parameter set embedded in a real Hilbert space. This is the case, for instance, if the curve of interest is a monotone or convex density or regression function, the support function of a convex set, or the Pickands...

We investigate the estimation of the extreme value index, when the data are subject to random censorship. We prove in a unified way detailed asymptotic normality results for various estimators of the extreme value index and use these estimators as the main building block for estimators of...

We study a new risk measure inspired from risk theory with a heat wave risk analysis motivation. We show that this risk measure and its sensitivities can be computed in practice for relevant temperature stochastic processes. This is in particular useful for measuring the potential impact of...