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Jump to: Article Number of items: 8. ArticleStupfler, Gilles (2019) On the study of extremes with dependent random right-censoring. Extremes, 22 (1). pp. 97-129. ISSN 1572-915X Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2019) Extreme M-quantiles as risk measures: from L1 to Lp optimization. Bernoulli, 25 (1). pp. 264-309. ISSN 1573-9759 Stupfler, Gilles, Daouia, Abdelaati and Gijbels, Irène (2019) Extremiles: a new perspective on asymmetric least squares. Journal of the American Statistical Association, 114 (527). pp. 1366-1381. ISSN 1537-274X El Methni, Jonathan and Stupfler, Gilles (2018) Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions. Econometrics and Statistics, 6 . pp. 129-148. ISSN 2452-3062 Stupfler, Gilles and Yang, Fan (2018) Analyzing and predicting cat bond premiums: a financial loss premium principle and extreme value modeling. ASTIN Bulletin, 48 (1). pp. 375-411. ISSN 1783-1350 Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2017) Estimation of tail risk based on extreme expectiles. Journal of the Royal Statistical Society: Series B, 80 (2). pp. 263-292. ISSN 1467-9868 Falk, Michael and Stupfler, Gilles (2017) An offspring of multivariate extreme value theory: the max-characteristic function. Journal of Multivariate Analysis, 154 . pp. 85-95. ISSN 0047-259X Gardes, Laurent and Stupfler, Gilles (2017) An integrated functional Weissman estimator for conditional extreme quantiles. Revstat Statistical Journal . ISSN 1645-6726 (In Press) |
