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Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles - 2022
Persistent link: https://www.econbiz.de/10013170008
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Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2022
Persistent link: https://www.econbiz.de/10013170015
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Conflict prediction using kernel density estimation
Tapsoba, Augustin - 2022
Persistent link: https://www.econbiz.de/10012813801
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Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles - 2017
Persistent link: https://www.econbiz.de/10012266461
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Volatility regressions with fat tails
Kim, Jihyun; Meddahi, Nour - 2020
Persistent link: https://www.econbiz.de/10012216036
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ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati; Girard, Stéphane; Stupffer, Gilles - 2018
Persistent link: https://www.econbiz.de/10013492959
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A mollifier approach to the deconvolution of probability densities
Maréchal, P.; Simar, Léopold; Vanhems, A. - 2018
Persistent link: https://www.econbiz.de/10013498904
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Cytometry inference through adaptive atomic deconvolution
Costa, Manon; Gadat, Sébastien; Gonnord, Pauline; … - 2018
Persistent link: https://www.econbiz.de/10013483788
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Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2023
Persistent link: https://www.econbiz.de/10014286699
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Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles - 2023
Persistent link: https://www.econbiz.de/10014227990