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Gilles Stupfler

Gilles Stupfler

École Nationale de la Statistique et de l'Analyse de l'information ENSAI - Bruz / France
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1660497
National School of Statistics and Information Analysis
person_outline Gilles Stupfler's MOST POPULAR ARTICLES
1-) Estimation of tail risk based on extreme expectiles Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2018
2-) Extreme M-quantiles as risk measures: From L^1 to L^p optimization Bernoulli 25 (1), 264-309, 2019
3-) Extremiles: A new perspective on asymmetric least squares Journal of the American Statistical Association 114 (527), 1366-1381, 2019
4-) Tail expectile process and risk assessment Bernoulli 26 (1), 531-556, 2020
5-) Estimation of the conditional tail index using a smoothed local Hill estimator Extremes 17 (1), 45-75, 2014