Antoine Usseglio-Carleve

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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