Biblio

Estimation of tail risk based on extreme expectilesJournal articleAbdelaati Daouia, Stephane Girard and Gilles Stupfler, Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 80, Issue 2, pp. 263-292, 2018

Intriguing properties of extreme geometric quantilesJournal articleStephane Girard and Gilles Stupfler, REVSTAT - Statistical Journal, Volume 15, Issue 1, pp. 107-139, 2017

Extreme geometric quantiles in a multivariate regular variation frameworkJournal articleStephane Girard and Gilles Stupfler, Extremes, Volume 18, Issue 4, pp. 629-663, 2015

Uniform strong consistency of a frontier estimator using kernel regression on high order momentsJournal articleStephane Girard, Armelle Guillou and Gilles Stupfler, ESAIM: Probability and Statistics, Volume 18, pp. 642-666, 2014

Frontier estimation with kernel regression on high order momentsJournal articleStephane Girard, Armelle Guillou and Gilles Stupfler, Journal of Multivariate Analysis, Volume 116, Issue C, pp. 172-189, 2013

Estimating an endpoint with high order moments in the Weibull domain of attractionJournal articleStephane Girard, Armelle Guillou and Gilles Stupfler, Statistics & Probability Letters, Volume 82, Issue 12, pp. 2136-2144, 2012

Estimating an endpoint with high-order momentsJournal articleStephane Girard, Armelle Guillou and Gilles Stupfler, TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Volume 21, Issue 4, pp. 697-729, 2012