The following pages link to Stéphane Girard (Q202838):
Displaying 50 items.
- (Q248384) (redirect page) (← links)
- On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
- (Q340841) (redirect page) (← links)
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- Frontier estimation with kernel regression on high order moments (Q391532) (← links)
- (Q449351) (redirect page) (← links)
- Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
- (Q495384) (redirect page) (← links)
- A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- (Q588513) (redirect page) (← links)
- Auto-associative models and generalized principal component analysis (Q707393) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- A new extension of bivariate FGM copulas (Q745474) (← links)
- \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative (Q891480) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
- Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
- A classification method for binary predictors combining similarity measures and mixture models (Q906360) (← links)
- Sliced inverse regression in reference curves estimation (Q956902) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
- High-dimensional data clustering (Q1020836) (← links)
- Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
- On the asymptotic normality of the \(L_1\)-error for Haar series estimates of Poisson point processes boundaries. (Q1423049) (← links)
- A note on the asymptotic normality of the ET method for extreme quantile estimation. (Q1423230) (← links)
- Asymptotic normality of the ET method -- application to the ET test (Q1428316) (← links)
- A new sliced inverse regression method for multivariate response (Q1623600) (← links)
- Student sliced inverse regression (Q1658180) (← links)
- Kernel estimation of extreme regression risk measures (Q1697481) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- Nonparametric frontier estimation by linear programming (Q1778957) (← links)
- Estimating an endpoint with high-order moments (Q1946883) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- Dependence properties and Bayesian inference for asymmetric multivariate copulas (Q2008218) (← links)
- Advanced topics in sliced inverse regression (Q2062795) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series (Q2080360) (← links)
- Extreme partial least-squares (Q2111063) (← links)
- A generative model for fBm with deep ReLU neural networks (Q2171942) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
- Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles (Q2191430) (← links)
- Priority statement and some properties of t-lgHill estimator (Q2198605) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Estimating an endpoint with high order moments in the Weibull domain of attraction (Q2231020) (← links)
- A sliced inverse regression approach for data stream (Q2259777) (← links)
