Gilles Stupfler

Available identifiers

zbMath Open stupfler.gillesWikidataQ95297274 ScholiaQ95297274MaRDI QIDQ287797

List of research outcomes

Publication	Date of Publication	Type
Optimal weighted pooling for inference about the tail index and extreme quantiles	2024-03-26	Paper
Tail risk inference via expectiles in heavy-tailed time series	2024-03-06	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
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks	2023-07-18	Paper
Extremile Regression	2023-03-09	Paper
Extreme $$L^p$$-quantile Kernel Regression	2023-01-24	Paper
Nonparametric extreme conditional expectile estimation	2023-01-05	Paper
Extreme expectile estimation for short-tailed data, with an application to market risk assessment	2022-10-05	Paper
On automatic bias reduction for extreme expectile estimation	2022-09-15	Paper
Joint inference on extreme expectiles for multivariate heavy-tailed distributions	2022-05-16	Paper
Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models	2022-02-07	Paper
Estimating an endpoint with high order moments in the Weibull domain of attraction	2021-09-29	Paper
The min-characteristic function: characterizing distributions by their min-linear projections	2021-05-03	Paper
ExpectHill estimation, extreme risk and heavy tails	2021-02-04	Paper
Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization	2020-11-30	Paper
On a class of norms generated by nonnegative integrable distributions	2020-05-12	Paper
Tail risk inference via expectiles in heavy-tailed time series	2020-04-08	Paper
On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails	2019-12-27	Paper
https://portal.mardi4nfdi.de/entity/Q5205513	2019-12-12	Paper
Tail expectile process and risk assessment	2019-12-05	Paper
Extremiles: A New Perspective on Asymmetric Least Squares	2019-11-12	Paper
On the study of extremes with dependent random right-censoring	2019-05-31	Paper
Estimating the parameters of a seasonal Markov-modulated Poisson process	2019-03-13	Paper
Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization	2019-01-28	Paper
ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING	2018-06-05	Paper
Estimation of Tail Risk Based on Extreme Expectiles	2018-03-13	Paper
https://portal.mardi4nfdi.de/entity/Q5357880	2017-09-18	Paper
Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions	2017-04-18	Paper
An offspring of multivariate extreme value theory: the \(\max\)-characteristic function	2016-12-28	Paper
On the weak convergence of the kernel density estimator in the uniform topology	2016-05-23	Paper
Estimating the conditional extreme-value index under random right-censoring	2015-12-23	Paper
Extreme geometric quantiles in a multivariate regular variation framework	2015-12-08	Paper
Uniform asymptotic properties of a nonparametric regression estimator of conditional tails	2015-10-05	Paper
Estimating extreme quantiles under random truncation	2015-06-26	Paper
Erratum to: ``Estimating extreme quantiles under random truncation	2015-06-26	Paper
Uniform strong consistency of a frontier estimator using kernel regression on high order moments	2015-02-17	Paper
Estimation of the parameters of a Markov-modulated loss process in insurance	2015-01-28	Paper
Estimation of the conditional tail index using a smoothed local Hill estimator	2014-12-17	Paper
On the weak convergence of kernel density estimators inLpspaces	2014-12-12	Paper
Frontier estimation with kernel regression on high order moments	2014-01-10	Paper
A moment estimator for the conditional extreme-value index	2013-09-26	Paper
Estimating an endpoint with high-order moments	2013-04-10	Paper

Research outcomes over time

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