| Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models S Girard, G Stupfler, A Usseglio-Carleve The Annals of statistics 49 (6), 3358-3382, 2021 | 36 | 2021 |
| Nonparametric extreme conditional expectile estimation S Girard, G Stupfler, A Usseglio‐Carleve Scandinavian Journal of Statistics 49 (1), 78-115, 2022 | 27 | 2022 |
| Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors A Usseglio-Carleve Electronic Journal of Statistics 12 (2), 4057-4093, 2018 | 23 | 2018 |
| On automatic bias reduction for extreme expectile estimation S Girard, G Stupfler, A Usseglio-Carleve Statistics and Computing 32 (4), 64, 2022 | 17 | 2022 |
| Optimal shrinkage for robust covariance matrix estimators in a small sample size setting K Ashurbekova, A Usseglio-Carleve, F Forbes, S Achard | 12 | 2021 |
| Quantile predictions for elliptical random fields V Maume-Deschamps, D Rullière, A Usseglio-Carleve Journal of Multivariate Analysis 159, 1-17, 2017 | 11 | 2017 |
| Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model AA Ahmad, EH Deme, A Diop, S Girard, A Usseglio-Carleve | 10 | 2020 |
| Functional estimation of extreme conditional expectiles S Girard, G Stupfler, A Usseglio-Carleve Econometrics and Statistics 21, 131-158, 2022 | 9 | 2022 |
| Spatial Expectile Predictions for Elliptical Random Fields V Maume-Deschamps, D Rullière, A Usseglio-Carleve Methodology and Computing in Applied Probability 20 (2), 643-671, 2018 | 7 | 2018 |
| Composite bias‐reduced ‐quantile‐based estimators of extreme quantiles and expectiles G Stupfler, A Usseglio‐Carleve Canadian Journal of Statistics 51 (2), 704-742, 2023 | 6 | 2023 |
| Inference for extremal regression with dependent heavy-tailed data A Daouia, G Stupfler, A Usseglio-Carleve The Annals of Statistics 51 (5), 2040-2066, 2023 | 5 | 2023 |
| An −quantile methodology for estimating extreme expectiles S Girard, G Stupfler, A Usseglio-Carleve | 4* | 2020 |
| Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles A Daouia, G Stupfler, A Usseglio-Carleve Statistics and Computing 34 (4), 130, 2024 | 3 | 2024 |
| Extreme value modelling of SARS-CoV-2 community transmission using discrete generalized Pareto distributions A Daouia, G Stupfler, A Usseglio-Carleve Royal Society Open Science 10 (3), 220977, 2023 | 2 | 2023 |
| Spatial quantile predictions for elliptical random fields V Maume-Deschamps, D Rullière, A Usseglio-Carleve Journées MAS 2016, 2016 | 2 | 2016 |
| A unified theory of extreme Expected Shortfall inference A Daouia, G Stupfler, A Usseglio-Carleve | 1 | 2024 |
| An expectile computation cookbook A Daouia, G Stupfler, A Usseglio-Carleve Statistics and Computing 34 (3), 103, 2024 | 1 | 2024 |
| ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes S Girard, T Opitz, A Usseglio-Carleve | 1 | 2024 |
| Multivariate expectile-based distribution: properties, Bayesian inference, and applications J Arbel, S Girard, HD Nguyen, A Usseglio-Carleve Journal of Statistical Planning and Inference 225, 146-170, 2023 | 1 | 2023 |
| Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions A Daouia, S Gilles, A Usseglio-Carleve ffhal-03392044v2, 2022 | 1 | 2022 |
