Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models S Girard, G Stupfler, A Usseglio-Carleve
The Annals of statistics 49 (6), 3358-3382, 2021
42 2021 Nonparametric extreme conditional expectile estimation S Girard, G Stupfler, A Usseglio‐Carleve
Scandinavian Journal of Statistics 49 (1), 78-115, 2022
29 2022 Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors A Usseglio-Carleve
Electronic Journal of Statistics 12 (2), 4057-4093, 2018
28 2018 On automatic bias reduction for extreme expectile estimation S Girard, G Stupfler, A Usseglio-Carleve
Statistics and Computing 32 (4), 64, 2022
18 2022 Optimal shrinkage for robust covariance matrix estimators in a small sample size setting K Ashurbekova, A Usseglio-Carleve, F Forbes, S Achard
13 2021 Functional estimation of extreme conditional expectiles S Girard, G Stupfler, A Usseglio-Carleve
Econometrics and Statistics 21, 131-158, 2022
12 2022 Quantile predictions for elliptical random fields V Maume-Deschamps, D Rullière, A Usseglio-Carleve
Journal of Multivariate Analysis 159, 1-17, 2017
12 2017 Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model AA Ahmad, EH Deme, A Diop, S Girard, A Usseglio-Carleve
11 2020 Inference for extremal regression with dependent heavy-tailed data A Daouia, G Stupfler, A Usseglio-Carleve
The Annals of Statistics 51 (5), 2040-2066, 2023
10 2023 Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles A Daouia, G Stupfler, A Usseglio-Carleve
Statistics and Computing 34 (4), 130, 2024
7 2024 Composite bias‐reduced G Stupfler, A Usseglio‐Carleve
Canadian Journal of Statistics 51 (2), 704-742, 2023
7 2023 Spatial Expectile Predictions for Elliptical Random Fields V Maume-Deschamps, D Rullière, A Usseglio-Carleve
Methodology and Computing in Applied Probability 20 (2), 643-671, 2018
7 2018 An S Girard, G Stupfler, A Usseglio-Carleve
6 * 2020 An expectile computation cookbook A Daouia, G Stupfler, A Usseglio-Carleve
Statistics and Computing 34 (3), 103, 2024
4 2024 Extreme value modelling of SARS-CoV-2 community transmission using discrete generalized Pareto distributions A Daouia, G Stupfler, A Usseglio-Carleve
Royal Society Open Science 10 (3), 220977, 2023
4 2023 A unified theory of extreme Expected Shortfall inference A Daouia, G Stupfler, A Usseglio-Carleve
2 2024 ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes S Girard, T Opitz, A Usseglio-Carleve
Electronic Journal of Statistics 18 (2), 5258-5303, 2024
2 2024 Multivariate expectile-based distribution: properties, Bayesian inference, and applications J Arbel, S Girard, HD Nguyen, A Usseglio-Carleve
Journal of Statistical Planning and Inference 225, 146-170, 2023
1 2023 Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions A Daouia, G Stupfler, A Usseglio-Carleve
1 2022 Extreme S Girard, G Stupfler, A Usseglio-Carleve
Advances in Contemporary Statistics and Econometrics: Festschrift in Honor …, 2021
1 2021 