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Details about Gilles STUPFLER

Homepage:https://www.nottingham.ac.uk/mathematics/people/gilles.stupfler
Workplace:University of Nottingham, School of Mathematical Sciences

Access statistics for papers by Gilles STUPFLER.

Last updated 2019-08-08. Update your information in the RePEc Author Service.

Short-id: pst699


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Working Papers

2018

  1. ExpectHill estimation, extreme risk and heavy tails
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads
  2. Tail expectile process and risk assessment
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads

2017

  1. Estimation of Tail Risk based on Extreme Expectiles
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (7)
    See also Journal Article in Journal of the Royal Statistical Society Series B (2018)
  2. Extreme M-quantiles as risk measures: From L1 to Lp optimization
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads

2016

  1. Estimating the conditional extreme-value index under random right-censoring
    Post-Print, HAL View citations (2)
    See also Journal Article in Journal of Multivariate Analysis (2016)
  2. On the weak convergence of the kernel density estimator in the uniform topology
    Post-Print, HAL

2015

  1. Estimating extreme quantiles under random truncation
    Post-Print, HAL
    See also Journal Article in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2015)
  2. Estimating the parameters of a seasonal Markov-modulated Poisson process
    Post-Print, HAL
  3. Transformations to symmetry based on the probability weighted characteristic function
    Post-Print, HAL View citations (1)
  4. Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
    Post-Print, HAL

2014

  1. On the weak convergence of kernel density estimators in Lp spaces
    Post-Print, HAL

2011

  1. Estimation of the parameters of a Markov-modulated loss process in insurance
    Working Papers, HAL Downloads View citations (1)

Journal Articles

2019

  1. On a class of norms generated by nonnegative integrable distributions
    Dependence Modeling, 2019, 7, (1), 259-278 Downloads

2018

  1. ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING
    ASTIN Bulletin, 2018, 48, (1), 375-411 Downloads
  2. Estimation of tail risk based on extreme expectiles
    Journal of the Royal Statistical Society Series B, 2018, 80, (2), 263-292 Downloads View citations (2)
    See also Working Paper (2017)
  3. Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions
    Econometrics and Statistics, 2018, 6, (C), 129-148 Downloads View citations (2)

2017

  1. An offspring of multivariate extreme value theory: The max-characteristic function
    Journal of Multivariate Analysis, 2017, 154, (C), 85-95 Downloads

2016

  1. Estimating the conditional extreme-value index under random right-censoring
    Journal of Multivariate Analysis, 2016, 144, (C), 1-24 Downloads View citations (2)
    See also Working Paper (2016)

2015

  1. Estimating extreme quantiles under random truncation
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2015, 24, (2), 207-227 Downloads View citations (4)
    See also Working Paper (2015)

2013

  1. Frontier estimation with kernel regression on high order moments
    Journal of Multivariate Analysis, 2013, 116, (C), 172-189 Downloads View citations (1)

2012

  1. Estimating an endpoint with high order moments in the Weibull domain of attraction
    Statistics & Probability Letters, 2012, 82, (12), 2136-2144 Downloads View citations (1)
  2. Estimating an endpoint with high-order moments
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, 21, (4), 697-729 Downloads
 
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