The following pages link to Gilles Stupfler (Q287797):
Displaying 50 items.
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- On the weak convergence of the kernel density estimator in the uniform topology (Q287798) (← links)
- (Q367215) (redirect page) (← links)
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- Frontier estimation with kernel regression on high order moments (Q391532) (← links)
- (Q483515) (redirect page) (← links)
- Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
- An offspring of multivariate extreme value theory: the \(\max\)-characteristic function (Q730426) (← links)
- Nonparametric regression with warped wavelets and strong mixing processes (Q825064) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
- Estimating the conditional extreme-value index under random right-censoring (Q901273) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Estimating the parameters of a seasonal Markov-modulated Poisson process (Q1731379) (← links)
- Estimating an endpoint with high-order moments (Q1946883) (← links)
- The min-characteristic function: characterizing distributions by their min-linear projections (Q2023839) (← links)
- The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations (Q2027227) (← links)
- Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- On a class of norms generated by nonnegative integrable distributions (Q2178944) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Estimating an endpoint with high order moments in the Weibull domain of attraction (Q2231020) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- Estimating extreme quantiles under random truncation (Q2351810) (← links)
- Erratum to: ``Estimating extreme quantiles under random truncation'' (Q2351811) (← links)
- On the study of extremes with dependent random right-censoring (Q2418001) (← links)
- Estimation of the parameters of a Markov-modulated loss process in insurance (Q2513596) (← links)
- On the weak convergence of kernel density estimators in<i>L</i><sup><i>p</i></sup>spaces (Q2934400) (← links)
- Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions (Q2977536) (← links)
- Estimation of Tail Risk Based on Extreme Expectiles (Q4607209) (← links)
- Beyond tail median and conditional tail expectation: Extreme risk estimation using tail <i>L</i><sup><i>p</i></sup>‐optimization (Q5136967) (← links)
- Uniform strong consistency of a frontier estimator using kernel regression on high order moments (Q5174373) (← links)
- (Q5205513) (← links)
- Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482) (← links)
- (Q5357880) (← links)
- ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
- Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
- Nonparametric extreme conditional expectile estimation (Q5872947) (← links)
- Extremile Regression (Q5881158) (← links)
- Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
- Strong convergence for weighted sums of widely orthant dependent random variables and applications (Q6164842) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
- Optimal weighted pooling for inference about the tail index and extreme quantiles (Q6201851) (← links)
- Extreme expectile estimation for short-tailed data, with an application to market risk assessment (Q6412940) (← links)
- An expectile computation cookbook (Q6547781) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
