Παρακολούθηση
Antoine Usseglio-Carleve
Antoine Usseglio-Carleve
Avignon Université
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα univ-avignon.fr - Αρχική σελίδα
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Παρατίθεται από
Παρατίθεται από
Έτος
Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors
A Usseglio-Carleve
Electronic Journal of Statistics 12 (2), 4057-4093, 2018
132018
Nonparametric extreme conditional expectile estimation
S Girard, G Stupfler, A Usseglio‐Carleve
Scandinavian Journal of Statistics 49 (1), 78-115, 2022
122022
Quantile predictions for elliptical random fields
V Maume-Deschamps, D Rullière, A Usseglio-Carleve
Journal of Multivariate Analysis 159, 1-17, 2017
102017
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
72021
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
72018
On automatic bias reduction for extreme expectile estimation
S Girard, G Stupfler, A Usseglio-Carleve
52021
Optimal shrinkage for robust covariance matrix estimators in a small sample size setting
K Ashurbekova, A Usseglio-Carleve, F Forbes, S Achard
42021
Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model
AA Ahmad, A Diop, S Girard, A Usseglio-Carleve
Electronic journal of statistics 14 (2), 4421-4456, 2020
42020
Functional estimation of extreme conditional expectiles
S Girard, G Stupfler, A Usseglio-Carleve
Econometrics and Statistics 21, 131-158, 2022
32022
An −quantile methodology for estimating extreme expectiles
S Girard, G Stupfler, A Usseglio-Carleve
32020
Spatial quantile predictions for elliptical random fields
V Maume-Deschamps, D Rullière, A Usseglio-Carleve
Journées MAS 2016, 2016
22016
Composite bias-reduced Lp− quantile-based estimators of extreme quantiles and expectiles
G Stupfler, A Usseglio-Carleve
12021
Inference for extremal regression with dependent heavy-tailed data
A Daouia, G Stupfler, A Usseglio-Carleve
2022
On the tail heaviness of secondary case numbers and cluster sizes for SARS-CoV-2
A Daouia, GC Stupfler, A Usseglio-Carleve
TSE Working Paper, 2022
2022
Multivariate expectile-based distribution: properties, Bayesian inference, and applications
J Arbel, S Girard, H Nguyen, A Usseglio-Carleve
2021
Automatic threshold selection and efficient estimation in extreme value regression
J Hambuckers, A Usseglio-Carleve, M Kratz
2021
Extreme expectile regression: theory and applications
A Usseglio-Carleve, S Girard, G Stupfler
12th International Conference on Extreme Value Analysis, 2021
2021
Extreme -quantile Kernel Regression
S Girard, G Stupfler, A Usseglio-Carleve
Advances in Contemporary Statistics and Econometrics, 197-219, 2021
2021
On automatic bias reduction for extreme expectile estimation
A Usseglio-Carleve, S Girard, G Stupfler
CMStatistics 2020-13th International Conference of the ERCIM WG on …, 2020
2020
Estimation of extreme quantiles from heavy-tailed distributions in a semi-parametric location-dispersion regression model
AA Ahmad, S Girard, A Usseglio-Carleve, A Diop
2020-Quatrièmes rencontres des jeunes chercheurs africains en France, 1-5, 2020
2020
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