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Conference papers
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, Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology, LJK - Laboratoire Jean Kuntzmann
Antoine Usseglio-Carleve 1
Author IdHAL : antoine-usseglio-carleve ORCID : https://orcid.org/0000-0002-8148-3758
Stéphane Girard 1
Author IdHAL : stephane-girard ORCID : https://orcid.org/0000-0003-0098-2369
Gilles Stupfler 2, 3
Author IdHAL : gilles-stupfler ORCID : https://orcid.org/0000-0003-2497-9412
1
MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems (Inria Grenoble - Rhône-Alpes 655 avenue de l'Europe - Montbonnot 38334 Saint Ismier Cedex - France)
- Inria Grenoble - Rhône-Alpes (Inovallée
655 avenue de l'Europe
38330 Montbonnot - France)
- Inria - Institut National de Recherche en Informatique et en Automatique (Domaine de Voluceau Rocquencourt - BP 105 78153 Le Chesnay Cedex - France)
- Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology (46 avenue Félix Viallet 38031 Grenoble Cedex 1 - France)
- LJK - Laboratoire Jean Kuntzmann (Bâtiment IMAG, CS 40700, F-38058 Grenoble Cedex 9 - France)
- Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology (46 avenue Félix Viallet 38031 Grenoble Cedex 1 - France)
- Inria - Institut National de Recherche en Informatique et en Automatique (Domaine de Voluceau Rocquencourt - BP 105 78153 Le Chesnay Cedex - France)
- CNRS - Centre National de la Recherche Scientifique (France)
- UGA [2016-2019] - Université Grenoble Alpes [2016-2019] (38058 Grenoble cedex - France)
2
UON - University of Nottingham, UK (University of Nottingham
University Park
Nottingham
NG7 2RD - United Kingdom)
3
ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] (Campus de Ker-Lann
Rue Blaise Pascal
BP 37203
35172 BRUZ cedex - France)
Document type :
Conference papers
Domain :
Complete list of metadata
https://hal.archives-ouvertes.fr/hal-02413682
Contributor : Stephane Girard Connect in order to contact the contributor
Submitted on : Monday, December 16, 2019 - 12:08:26 PM
Last modification on : Thursday, November 18, 2021 - 3:54:15 AM
Contributor : Stephane Girard Connect in order to contact the contributor
Submitted on : Monday, December 16, 2019 - 12:08:26 PM
Last modification on : Thursday, November 18, 2021 - 3:54:15 AM
Identifiers
- HAL Id : hal-02413682, version 1
Citation
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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