1

Estimating the conditional extreme-value index under random right-censoring

Stupfler, Gilles
Journal:
Journal of Multivariate Analysis
Year:
2016
Language:
english
File:
PDF, 651 KB
english, 2016
2

Estimation of the conditional tail index using a smoothed local Hill estimator

Gardes, Laurent, Stupfler, Gilles
Journal:
Extremes
Year:
2014
Language:
english
File:
PDF, 572 KB
english, 2014
6

Estimating an endpoint with high-order moments

Stéphane Girard, Armelle Guillou, Gilles Stupfler
Journal:
TEST
Year:
2012
Language:
english
File:
PDF, 1.02 MB
english, 2012
10

On the weak convergence of kernel density estimators in L p spaces

Stupfler, Gilles
Journal:
Journal of Nonparametric Statistics
Year:
2014
Language:
english
File:
PDF, 202 KB
english, 2014
11

Estimating extreme quantiles under random truncation

Gardes, Laurent, Stupfler, Gilles
Journal:
TEST
Year:
2015
Language:
english
File:
PDF, 320 KB
english, 2015
13

Extreme geometric quantiles in a multivariate regular variation framework

Girard, Stéphane, Stupfler, Gilles
Journal:
Extremes
Year:
2015
Language:
english
File:
PDF, 773 KB
english, 2015
14

A moment estimator for the conditional extreme-value index

Stupfler, Gilles
Journal:
Electronic Journal of Statistics
Year:
2013
Language:
english
File:
PDF, 486 KB
english, 2013
19

On the study of extremes with dependent random right-censoring

Stupfler, Gilles
Journal:
Extremes
Year:
2018
Language:
english
File:
PDF, 676 KB
english, 2018
20

Extreme M-quantiles as risk measures: From $L^{1}$ to $L^{p}$ optimization

Daouia, Abdelaati, Girard, Stéphane, Stupfler, Gilles
Journal:
Bernoulli
Year:
2019
Language:
english
File:
PDF, 1.62 MB
english, 2019
21

On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails

Stupfler, Gilles
Journal:
Extremes
Year:
2019
Language:
english
File:
PDF, 439 KB
english, 2019