Biblio
7 resultats trouvés
Filtres: Auteur est Stephane Girard [Clear All Filters]
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
Intriguing properties of extreme geometric quantilesJournal article , REVSTAT - Statistical Journal, Volume 15, Issue 1, pp. 107-139, 2017
Extreme geometric quantiles in a multivariate regular variation frameworkJournal article , Extremes, Volume 18, Issue 4, pp. 629-663, 2015
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
Frontier estimation with kernel regression on high order momentsJournal article , 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 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