Stéphane Girard, Gilles Stupfler, and Antoine Usseglio-Carleve, “Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models”, Annals of Statistics, vol. 49, n. 6, December 2021, pp. 3358–3382.
Klaus Nordhausen, and Anne Ruiz-Gazen, “On the usage of joint diagonalization in multivariate statistics”, TSE Working Paper, n. 21-1268, November 2021.
Estelle Medous, Camelia Goga, Anne Ruiz-Gazen, Jean-François Beaumont, Alain Dessertaine, and Pauline Puech, “Many-to-One indirect sampling with application to the French postal traffic estimation”, TSE Working Paper, n. 21-1269, November 2021, revised June 2022.
Olivier Faugeras, and Ludger Rüschendorf, “Functional, randomized and smoothed multivariate quantile regions”, Journal of Multivariate Analysis, vol. 186, n. 104802, November 2021.
Fériel Boulfani, Xavier Gendre, Anne Ruiz-Gazen, and Martina Salvignol, “A statistical approach for sizing an aircraft electrical generator using extreme value theory”, CEAS Aeronautical Journal, October 2021.
Jérôme Bolte, Lilian Glaudin, Edouard Pauwels, and Matthieu Serrurier, “A Hölderian backtracking method for min-max and min-min problems”, TSE Working Paper, n. 21-1243, September 2021.
Christophe Gaillac, and Eric Gautier, “Estimates for the SVD of the Truncated Fourier Transform on L2(cosh(b.)) and Stable Analytic Continuation”, Journal of Fourier Analysis and Applications, vol. 27, n. 72, August 2021.
Sébastien Gadat, Bernard Bercu, Jérémie Bigot, and Emilia Siviero, “A Stochastic Gauss-Newton Algorithm for Regularized Semi-discrete Optimal Transport”, TSE Working Paper, n. 21.1231, July 2021.
Xavier D'Haultfoeuille, Christophe Gaillac, and Arnaud Maurel, “Rationalizing Rational Expectations: Characterizations and Tests”, Quantitative Economics, vol. 12, n. 3, July 2021, pp. 817–842.
