Gilles Stupfler

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Stéphane GirardInria, FranceVerifierad e-postadress på inrialpes.fr
Abdelaati DaouiaProfessor (associate) of Mathematics, Toulouse School of Economics, University of Toulouse CapitoleVerifierad e-postadress på tse-fr.eu
Antoine Usseglio-CarleveAvignon UniversitéVerifierad e-postadress på univ-avignon.fr
Armelle GuillouProfessor in statistics, Strasbourg UniversityVerifierad e-postadress på math.unistra.fr
Simone A. PadoanAssociate Professor in the Departement of Decision Sciences at the Bocconi University of MilanVerifierad e-postadress på unibocconi.it
Jonathan El MethniMaître de Conférence à l'Université Grenoble AlpesVerifierad e-postadress på univ-grenoble-alpes.fr
Irène GijbelsProfessor of Statistics, KU LeuvenVerifierad e-postadress på wis.kuleuven.be
Stéphane LoiselProfesseur des universités, ISFA, Université lyon 1Verifierad e-postadress på univ-lyon1.fr
Anthony DavisonProfessor of Statistics, EPFLVerifierad e-postadress på epfl.ch
Yuri GoegebeurUniversity of Southern DenmarkVerifierad e-postadress på imada.sdu.dk
Neil CroutProfessor of Environmental Modelling, University of NottinghamVerifierad e-postadress på nottingham.ac.uk
Andrew WoodProfessor of Statistics. Australian National UniversityVerifierad e-postadress på anu.edu.au
Richard LeachUniversity of NottinghamVerifierad e-postadress på nottingham.ac.uk
Adam ThompsonMember of Parliament for ErewashVerifierad e-postadress på parliament.uk
Florian FernTU IlmenauVerifierad e-postadress på tu-ilmenau.de
Nicholas SouthonInsphere LtdVerifierad e-postadress på insphereltd.com
Simos MeintanisNational and Kapodistrian University of AthensVerifierad e-postadress på econ.uoa.gr
Tiantian MaoAssociate Professor, University of Science and Technology of ChinaVerifierad e-postadress på ustc.edu.cn
Emily MitchellUniversity of NottinghamVerifierad e-postadress på emilymitchell.co.uk
françois PortierENSAIVerifierad e-postadress på ensai.fr

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Gilles Stupfler

Professor of Statistics, University of Angers

Verifierad e-postadress på univ-angers.fr - Startsida

Statistics


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
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	162	2018
Extreme M-quantiles as risk measures: From L^1 to L^p optimization A Daouia, S Girard, G Stupfler Bernoulli 25 (1), 264-309, 2019	61	2019
Estimation of the conditional tail index using a smoothed local Hill estimator L Gardes, G Stupfler Extremes 17, 45-75, 2014	58	2014
Tail expectile process and risk assessment A Daouia, S Girard, G Stupfler Bernoulli 26 (1), 531-556, 2020	56	2020
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	53	2019
Estimating the conditional extreme-value index under random right-censoring G Stupfler Journal of Multivariate Analysis 144, 1-24, 2016	51	2016
Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models S Girard, G Stupfler, A Usseglio-Carleve The Annals of statistics 49 (6), 3358-3382, 2021	42	2021
Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions J El Methni, G Stupfler Statistica Sinica, 907-930, 2017	40	2017
A moment estimator for the conditional extreme-value index G Stupfler Electronic Journal of Statistics 7, 2298-2343, 2013	40	2013
Extreme geometric quantiles in a multivariate regular variation framework S Girard, G Stupfler Extremes 18, 629-663, 2015	39	2015
Intriguing properties of extreme geometric quantiles S Girard, G Stupfler REVSTAT-Statistical Journal 15 (1), 107–139-107–139, 2017	35	2017
Frontier estimation with kernel regression on high order moments S Girard, A Guillou, G Stupfler Journal of Multivariate Analysis 116, 172-189, 2013	35	2013
Estimating extreme quantiles under random truncation L Gardes, G Stupfler TEST, 2014	33	2014
Nonparametric extreme conditional expectile estimation S Girard, G Stupfler, A Usseglio‐Carleve Scandinavian Journal of Statistics 49 (1), 78-115, 2022	28	2022
Tail risk inference via expectiles in heavy-tailed time series AC Davison, SA Padoan, G Stupfler Journal of Business & Economic Statistics 41 (3), 876-889, 2023	26	2023
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	23	2013
Extremile regression A Daouia, I Gijbels, G Stupfler Journal of the American Statistical Association 117 (539), 1579-1586, 2022	22	2022
ExpectHill estimation, extreme risk and heavy tails A Daouia, S Girard, G Stupfler Journal of Econometrics 221 (1), 97-117, 2021	22	2021
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	21	2018
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	20	2014

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