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hal-01415586v1
Communication dans un congrès
Stéphane Girard, Abdelaati Daouia, Gilles Stupfler. Estimation of extreme expectiles from heavy tailed distributions 9th International Conference of the ERCIM WG on Computational and Methodological Statistics, Dec 2016, Seville, Spain |
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hal-01415533v1
Communication dans un congrès
Stéphane Girard, Abdelaati Daouia, Gilles Stupfler. Tail risk estimation based on extreme Lp-quantiles Statistics workshop Tilburg University, Dec 2016, Tilburg, Netherlands. 2016 |
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hal-01311778v1
Communication dans un congrès
Stéphane Girard, Abdelaati Daouia, Gilles Stupfler. Estimation of tail risk based on extreme expectiles Workshop Extremes - Copulas - Actuarial science, Feb 2016, Luminy, France |
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hal-01168521v1
Communication dans un congrès
Gilles Stupfler, Stéphane Girard. On the asymptotic behaviour of extreme geometric quantiles 9th International Conference on Extreme Value Analysis, Jun 2015, Ann Arbor, United States. 2015, 9th International Conference on Extreme Value Analysis |
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hal-01142130v3
Pré-publication, Document de travail
Abdelaati Daouia, Stéphane Girard, Gilles Stupfler. Estimation of Tail Risk based on Extreme Expectiles 2017 |
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hal-01340767v1
Communication dans un congrès
Abdelaati Daouia, Stéphane Girard, Gilles Stupfler. Tail risk estimation based on extreme Lp-quantiles Workshop "Extreme value modeling and water ressources", 2016, Aussois, France |
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hal-01093048v1
Communication dans un congrès
Stéphane Girard, Gilles Stupfler. Extreme geometric quantiles 7th International Conference of the ERCIM WG on Computing and Statistics, Dec 2014, Pise, Italy |
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hal-01155112v2
Article dans une revue
Stéphane Girard, Gilles Stupfler. Extreme geometric quantiles in a multivariate regular variation framework Extremes, Springer Verlag (Germany), 2015, 18 (4), pp.629-663. <10.1007/s10687-015-0226-0> |
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