Nonparametric extreme conditional expectile estimation

Antoine Usseglio-Carleve 1 Stéphane Girard 1 Gilles Stupfler 2, 3
1 MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems
Inria Grenoble - Rhône-Alpes, LJK - Laboratoire Jean Kuntzmann, INPG - Institut National Polytechnique de Grenoble
2 UON - University of Nottingham, UK
3 ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information
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Conference papers
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Contributor : Stephane Girard <>
Submitted on : Monday, December 16, 2019 - 12:08:26 PM
Last modification on : Tuesday, January 14, 2020 - 2:09:24 PM

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Antoine Usseglio-Carleve, Stéphane Girard, Gilles Stupfler. Nonparametric extreme conditional expectile estimation. CMStatistics 2019 - 12th International Conference of the ERCIM WG on Computational and Methodological Statistics, Dec 2019, London, United Kingdom. ⟨hal-02413682⟩

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