Gilles Stupfler

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 6

Top Topics

Marginal Distributions

Bias Variance Decomposition

Extreme Value Theory

Top Venues

J. Multivar. Anal.

Publications

Abdelaati Daouia, Gilles Stupfler, Antoine Usseglio-Carleve
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. Stat. Comput. 34 (4) (2024)
Abdelaati Daouia, Gilles Stupfler, Antoine Usseglio-Carleve
An expectile computation cookbook. Stat. Comput. 34 (3) (2024)
Stéphane Girard, Gilles Stupfler, Antoine Usseglio-Carleve
On automatic bias reduction for extreme expectile estimation. Stat. Comput. 32 (4) (2022)
Michael Falk, Gilles Stupfler
An offspring of multivariate extreme value theory: The max-characteristic function. J. Multivar. Anal. 154 (2017)
Gilles Stupfler
Estimating the conditional extreme-value index under random right-censoring. J. Multivar. Anal. 144 (2016)
Simos G. Meintanis, Gilles Stupfler
Transformations to symmetry based on the probability weighted characteristic function. Kybernetika 51 (4) (2015)
Stéphane Girard, Armelle Guillou, Gilles Stupfler
Frontier estimation with kernel regression on high order moments. J. Multivar. Anal. 116 (2013)