Antoine Usseglio-Carleve

Available identifiers

Publication	Date of Publication	Type
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles	2024-07-31	Paper
An expectile computation cookbook	2024-05-31	Paper
Inference for extremal regression with dependent heavy-tailed data	2024-01-04	Paper
Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles	2023-11-02	Paper
Multivariate expectile-based distribution: properties, Bayesian inference, and applications	2023-06-20	Paper
Extreme $$L^p$$-quantile Kernel Regression	2023-01-24	Paper
Nonparametric extreme conditional expectile estimation	2023-01-05	Paper
On automatic bias reduction for extreme expectile estimation	2022-09-15	Paper
Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models	2022-02-07	Paper
Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model	2021-01-19	Paper
Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors	2019-01-18	Paper
Spatial expectile predictions for elliptical random fields	2018-08-14	Paper
Quantile predictions for elliptical random fields	2017-08-03	Paper

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