Παρακολούθηση
Gilles Stupfler
Gilles Stupfler
Associate Professor of Statistics, ENSAI Rennes
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα ensai.fr - Αρχική σελίδα
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Παρατίθεται από
Παρατίθεται από
Έτος
Estimation of tail risk based on extreme expectiles
A Daouia, S Girard, G Stupfler
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2018
962018
Estimation of the conditional tail index using a smoothed local Hill estimator
L Gardes, G Stupfler
Extremes 17 (1), 45-75, 2014
472014
A moment estimator for the conditional extreme-value index
G Stupfler
Electronic Journal of Statistics 7, 2298-2343, 2013
382013
Extreme M-quantiles as risk measures: From to optimization
A Daouia, S Girard, G Stupfler
Bernoulli 25 (1), 264-309, 2019
372019
Frontier estimation with kernel regression on high order moments
S Girard, A Guillou, G Stupfler
Journal of Multivariate Analysis 116, 172-189, 2013
362013
Tail expectile process and risk assessment
A Daouia, S Girard, G Stupfler
Bernoulli 26 (1), 531-556, 2020
352020
Estimating the conditional extreme-value index under random right-censoring
G Stupfler
Journal of Multivariate Analysis 144, 1-24, 2016
352016
Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions
J El Methni, G Stupfler
Statistica Sinica, 907-930, 2017
312017
Extreme geometric quantiles in a multivariate regular variation framework
S Girard, G Stupfler
Extremes 18 (4), 629-663, 2015
272015
Estimating extreme quantiles under random truncation
L Gardes, G Stupfler
TEST, 2014
262014
Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions
J El Methni, G Stupfler
Econometrics and statistics 6, 129-148, 2018
192018
Estimation of the parameters of a Markov-modulated loss process in insurance
A Guillou, S Loisel, G Stupfler
Insurance: Mathematics and Economics 53 (2), 388-404, 2013
192013
Intriguing properties of extreme geometric quantiles
S Girard, G Stupfler
REVSTAT-Statistical Journal 15 (1), 107--139, 2017
182017
Uniform strong consistency of a frontier estimator using kernel regression on high order moments
S Girard, A Guillou, G Stupfler
ESAIM: Probability and Statistics 18, 642-666, 2014
182014
Estimating an endpoint with high-order moments
S Girard, A Guillou, G Stupfler
test 21 (4), 697-729, 2012
182012
Estimating an endpoint with high order moments in the Weibull domain of attraction
S Girard, A Guillou, G Stupfler
Statistics & Probability Letters 82 (12), 2136-2144, 2012
182012
Extremiles: A new perspective on asymmetric least squares
A Daouia, I Gijbels, G Stupfler
Journal of the American Statistical Association 114 (527), 1366-1381, 2019
152019
Nonparametric extreme conditional expectile estimation
S Girard, G Stupfler, A Usseglio‐Carleve
Scandinavian Journal of Statistics 49 (1), 78-115, 2022
122022
An integrated functional Weissman estimator for conditional extreme quantiles
L Gardes, G Stupfler
REVSTAT-Statistical Journal 17 (1), 109-144, 2019
122019
An empirical analysis of the design case law of the EU member states
O Church, E Derclaye, G Stupfler
IIC-International Review of Intellectual Property and Competition Law 50 (6 …, 2019
112019
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