Gilles Stupfler

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles”, Statistics and Computing, vol. 34, n. 130, June 2024.

Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Optimal weighted pooling for inference about the tail index and extreme quantiles”, Bernoulli, vol. 30, n. 2, May 2024, pp. 1287–1312.

Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Extreme expectile estimation for short-tailed data”, Journal of Econometrics, vol. 241, n. 2, April 2024.

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “An expectile computation cookbook”, Statistics and Computing, vol. 34, n. 103, March 2024.

Abdelaati Daouia, and Gilles Stupfler, “Extremile Regression”, Wiley StatsRef: Statistics Reference Online, 2024in Wiley StatsRef: Statistics Reference Online, N. Balakrishnan, Theodore Colton, Brian Everitt, Walter Piegorsch, Fabrizio Ruggeri, and Jozef Teugels (eds.), John Wiley & Sons, Ltd, 2024.

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Inference for extremal regression with dependent heavy-tailed data”, Annals of Statistics, vol. 51, n. 5, December 2023, pp. 2040–2066.

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions”, Royal Society Open Science, vol. 10, n. 3, March 2023.