Biblio
21 resultats trouvés
Filtres: Auteur est Gilles Stupfler [Clear All Filters]
An integrated functional Weissman estimator for conditional extreme quantilesJournal article, REVSTAT - Statistical Journal, Volume 17, Issue 1, pp. 109-144, 2019
Estimation of tail risk based on extreme expectilesJournal article, Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 80, Issue 2, pp. 263-292, 2018
Extreme versions of Wang risk measures and their estimation for heavy-tailed distributionsJournal article, Statistica Sinica, Volume 27, Issue 2, pp. 907, 2017
Intriguing properties of extreme geometric quantilesJournal article, REVSTAT - Statistical Journal, Volume 15, Issue 1, pp. 107-139, 2017
An offspring of multivariate extreme value theory: The max-characteristic functionJournal article, Journal of Multivariate Analysis, Volume 154, Issue C, pp. 85-95, 2017
Estimating the conditional extreme-value index under random right-censoringJournal article, Journal of Multivariate Analysis, Volume 144, Issue C, pp. 1-24, 2016
On the weak convergence of the kernel density estimator in the uniform topologyJournal article, Electronic Communications in Probability, Volume 21, Issue paper 17, pp. 1-13, 2016
Erratum to: Estimating extreme quantiles under random truncationJournal article, TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Volume 24, Issue 2, pp. 228-228, 2015
Estimating extreme quantiles under random truncationJournal article, TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Volume 24, Issue 2, pp. 207-227, 2015
Estimating the parameters of a seasonal Markov-modulated Poisson processJournal article, Statistical Methodology, Volume 26, pp. 103-123, 2015
Extreme geometric quantiles in a multivariate regular variation frameworkJournal article, Extremes, Volume 18, Issue 4, pp. 629-663, 2015
Transformations to symmetry based on the probability weighted characteristic functionJournal article, Kybernetika, Volume 51, Issue 4, pp. 571-587, 2015
Uniform asymptotic properties of a nonparametric regression estimator of conditional tailsJournal article, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Volume 51, Issue 3, pp. 1190-1213, 2015
Estimation of the conditional tail index using a smoothed local Hill estimatorJournal article, Extremes, Volume 17, Issue 1, pp. 45-75, 2014
Uniform strong consistency of a frontier estimator using kernel regression on high order momentsJournal article, ESAIM: Probability and Statistics, Volume 18, pp. 642-666, 2014
On the weak convergence of kernel density estimators in Lp spacesJournal article, Journal of Nonparametric Statistics, Volume 26, Issue 4, pp. 721-735, 2014
Estimation of the parameters of a Markov-modulated loss process in insuranceJournal article, Insurance: Mathematics and Economics, Volume 53, Issue 2, pp. 388-404, 2013
Frontier estimation with kernel regression on high order momentsJournal article, Journal of Multivariate Analysis, Volume 116, Issue C, pp. 172-189, 2013
A moment estimator for the conditional extreme-value indexJournal article, Electronic Journal of Statistics, Volume 7, pp. 2298-2343, 2013
Estimating an endpoint with high order moments in the Weibull domain of attractionJournal article, Statistics & Probability Letters, Volume 82, Issue 12, pp. 2136-2144, 2012
Estimating an endpoint with high-order momentsJournal article, TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Volume 21, Issue 4, pp. 697-729, 2012
