A. Berlinet, A. Gannoun, and E. Matzner-løber, Asymptotic normality of convergent estimates of conditional quantiles, Statistics, vol.1, issue.2, pp.139-169, 2001.
DOI : 10.1214/aos/1176348513

F. Caeiro and M. I. Gomes, Bias reduction in the estimation of parameters of rare events, Theory of Stochastic Processes, pp.67-76, 2002.

F. Ferraty and P. Vieu, Nonparametric functional data analysis, 2006.

F. Ferraty, A. Rabhi, and P. Vieu, Conditional quantiles for dependent functional data with application to the climatic El Nino Phenomenon, Sankhya: The Indian Journal of Statistics, vol.67, issue.2, pp.378-398, 2005.

A. Gannoun, Estimation non paramétrique de la médiane conditionnelle, médianogramme et méthode du noyau, Publications de l'Institut de Statistique de l, pp.11-22, 1990.

L. Gardes, S. Girard, and A. Lekina, Functional nonparametric estimation of conditional extreme quantiles, Journal of Multivariate Analysis, vol.101, issue.2, pp.419-433, 2010.
DOI : 10.1016/j.jmva.2009.06.007
URL : https://hal.archives-ouvertes.fr/hal-00289996

I. Gijbels and L. Peng, Estimation of a support curve via order statistics, Extremes, vol.3, issue.3, pp.251-277, 2000.
DOI : 10.1023/A:1011407111136

M. I. Gomes, M. J. Martins, and M. Neves, Semi-parametric estimation of the second order parameter, asymptotic and finite sample behaviour, Extremes, vol.3, issue.3, pp.207-229, 2000.
DOI : 10.1023/A:1011470010228

M. I. Gomes and M. J. Martins, Generalizations of the Hill estimator ??? asymptotic versus finite sample behaviour, Journal of Statistical Planning and Inference, vol.93, issue.1-2, pp.161-180, 2001.
DOI : 10.1016/S0378-3758(00)00201-9

L. De-haan and A. Ferreira, Extreme Value Theory: An Introduction, Series in Operations Research and Financial Engineering, 2006.
DOI : 10.1007/0-387-34471-3

B. M. Hill, A Simple General Approach to Inference About the Tail of a Distribution, The Annals of Statistics, vol.3, issue.5, pp.1163-1174, 1975.
DOI : 10.1214/aos/1176343247

J. Pickands, Statistical inference using extreme order statistics. The Annals of Statistics, pp.119-131, 1975.

G. G. Roussas, Nonparametric Estimation of the Transition Distribution Function of a Markov Process, The Annals of Mathematical Statistics, vol.40, issue.4, pp.1386-1400, 1969.
DOI : 10.1214/aoms/1177697510

T. Samanta, Non-parametric estimation of conditional quantiles, Statistics & Probability Letters, vol.7, issue.5, pp.407-412, 1989.
DOI : 10.1016/0167-7152(89)90095-3

J. Segers, Residual estimators, Journal of Statistical Planning and Inference, vol.98, issue.1-2, pp.15-27, 2001.
DOI : 10.1016/S0378-3758(00)00321-9

C. J. Stone, Consistent nonparametric regression (with discussion) The Annals of Statistics, pp.595-645, 1977.

. Stute, Conditional empirical processes. The Annals of Statistics, pp.638-647, 1986.

. Weissman, Estimation of parameters and large quantiles based on the k largest observations, Journal of the American Statistical Association, vol.73, pp.812-815, 1978.