Nonparametric extreme conditional expectile estimation

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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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