Gilles Stupfler
Gilles Stupfler
Lecturer, ENSAI Rennes
Verified email at ensai.fr - Homepage
TitleCited byYear
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
432018
Estimation of the conditional tail index using a smoothed local Hill estimator
L Gardes, G Stupfler
Extremes 17 (1), 45-75, 2014
352014
Frontier estimation with kernel regression on high order moments
S Girard, A Guillou, G Stupfler
Journal of Multivariate Analysis 116, 172-189, 2013
342013
A moment estimator for the conditional extreme-value index
G Stupfler
Electronic Journal of Statistics 7, 2298-2343, 2013
282013
Estimating the conditional extreme-value index under random right-censoring
G Stupfler
Journal of Multivariate Analysis 144, 1-24, 2016
252016
Extreme geometric quantiles in a multivariate regular variation framework
S Girard, G Stupfler
Extremes 18 (4), 629-663, 2015
202015
Estimating extreme quantiles under random truncation
L Gardes, G Stupfler
TEST, 2014
202014
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
172014
Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions
J El Methni, G Stupfler
Statistica Sinica, 907-930, 2017
162017
Estimating an endpoint with high-order moments
S Girard, A Guillou, G Stupfler
Test 21 (4), 697-729, 2012
152012
Estimating an endpoint with high order moments in the Weibull domain of attraction
S Girard, A Guillou, G Stupfler
Statistics & Probability Letters 82 (12), 2136-2144, 2012
152012
Extreme M-quantiles as risk measures: From to optimization
A Daouia, S Girard, G Stupfler
Bernoulli 25 (1), 264-309, 2019
132019
Intriguing properties of extreme geometric quantiles
S Girard, G Stupfler
132017
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
132013
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
102018
On the study of extremes with dependent random right-censoring
G Stupfler
Extremes 22 (1), 97-129, 2019
62019
Estimating the parameters of a seasonal Markov-modulated Poisson process
A Guillou, S Loisel, G Stupfler
Statistical Methodology 26, 103-123, 2015
62015
Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
Y Goegebeur, A Guillou, G Stupfler
Annales de l'IHP Probabilités et statistiques 51 (3), 1190-1213, 2015
62015
An offspring of multivariate extreme value theory: The max-characteristic function
M Falk, G Stupfler
Journal of Multivariate Analysis 154, 85-95, 2017
52017
Extreme M-quantiles as risk measures: From L1 to Lp optimization, Bernoulli (to appear)
A Daouia, S Girard, G Stupfler
52017
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Articles 1–20