Gilles STUPFLER : Citation Profile


Are you Gilles STUPFLER?

Government of France

4

H index

1

i10 index

54

Citations

RESEARCH PRODUCTION:

17

Articles

18

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 5
   Journals where Gilles STUPFLER has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 14 (20.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst699
   Updated: 2022-09-24    RAS profile: 2022-04-20    
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Relations with other researchers


Works with:

Daouia, Abdelaati (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gilles STUPFLER.

Is cited by:

Daouia, Abdelaati (2)

Burdejová, Petra (2)

Rulliere, Didier (1)

Härdle, Wolfgang (1)

Zhou, Xun (1)

Kuosmanen, Timo (1)

Cites to:

Daouia, Abdelaati (21)

Powell, James (11)

Newey, Whitney (10)

Einmahl, John (9)

Acerbi, Carlo (8)

Zhou, Chen (7)

Kuan, Chung-Ming (6)

Hsu, Yu-Chin (6)

Artzner, Philippe (6)

Müller, Alfred (5)

Simar, Leopold (5)

Main data


Where Gilles STUPFLER has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research3
Scandinavian Journal of Statistics2
Econometrics and Statistics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL9
TSE Working Papers / Toulouse School of Economics (TSE)8

Recent works citing Gilles STUPFLER (2022 and 2021)


YearTitle of citing document
2021A General Framework for Inference on Shape Restrictions. (2019). Seo, Juwon ; Fang, Zheng. In: Papers. RePEc:arx:papers:1910.07689.

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2022Multivariate boundary regression models. (2022). Marigliano, Orlando ; Tillier, Charles ; Selk, Leonie. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:1:p:400-426.

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2021Shadow prices and marginal abatement costs: Convex quantile regression approach. (2021). Zhou, Xun ; Kuosmanen, Timo. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:2:p:666-675.

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2021Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. (2021). Xian, Alan ; Wong, Bernard ; Taylor, Greg ; Avanzi, Benjamin. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:177-195.

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2021The uncertainty in extreme risk forecasts from covariate-augmented volatility models. (2021). Hoga, Yannick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:675-686.

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2021The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data. (2021). Bouzebda, Salim ; Mohammedi, Mustapha ; Laksaci, Ali. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x20302542.

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2021Semi-parametric estimation of multivariate extreme expectiles. (2021). Mailhot, Melina ; di Bernardino, Elena ; Beck, Nicholas. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:184:y:2021:i:c:s0047259x21000361.

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2022Best-Arm Identification Using Extreme Value Theory Estimates of the CVaR. (2022). Yu, Jiayuan ; Godin, Frederic ; Troop, Dylan. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:172-:d:789276.

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2022Performance measurement with expectiles. (2022). Rossello, Damiano. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-022-00369-8.

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2022Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model. (2022). Judith, Luz ; Baltazar-Larios, F. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09932-7.

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2022Expectile regression for spatial functional data analysis (sFDA). (2022). Al-Kandari, Noriah M ; Laksaci, Ali ; Rachdi, Mustapha. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:85:y:2022:i:5:d:10.1007_s00184-021-00846-x.

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2021Local Robust Estimation of Pareto-Type Tails with Random Right Censoring. (2021). Guillou, Armelle ; Goegebeur, Yuri ; Dierckx, Goedele. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:1:d:10.1007_s13171-019-00169-0.

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2021On the estimation of the variability in the distribution tail. (2021). Girard, Stephane ; Gardes, Laurent. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:4:d:10.1007_s11749-021-00754-2.

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Works by Gilles STUPFLER:


YearTitleTypeCited
2021GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series In: Papers.
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paper0
2018Estimation of tail risk based on extreme expectiles In: Journal of the Royal Statistical Society Series B.
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article19
2017Estimation of Tail Risk based on Extreme Expectiles.(2017) In: TSE Working Papers.
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This paper has another version. Agregated cites: 19
paper
2020Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp?optimization In: Scandinavian Journal of Statistics.
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article1
2022Nonparametric extreme conditional expectile estimation In: Scandinavian Journal of Statistics.
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article0
2018ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING In: ASTIN Bulletin.
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article0
2021ExpectHill estimation, extreme risk and heavy tails In: Journal of Econometrics.
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article1
2018ExpectHill estimation, extreme risk and heavy tails.(2018) In: TSE Working Papers.
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This paper has another version. Agregated cites: 1
paper
2022Functional estimation of extreme conditional expectiles In: Econometrics and Statistics.
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article0
2018Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions In: Econometrics and Statistics.
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article1
2013Frontier estimation with kernel regression on high order moments In: Journal of Multivariate Analysis.
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article2
2016Estimating the conditional extreme-value index under random right-censoring In: Journal of Multivariate Analysis.
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article4
2016Estimating the conditional extreme-value index under random right-censoring.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2017An offspring of multivariate extreme value theory: The max-characteristic function In: Journal of Multivariate Analysis.
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article1
2012Estimating an endpoint with high order moments in the Weibull domain of attraction In: Statistics & Probability Letters.
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article1
2013Estimation of the parameters of a Markov-modulated loss process in insurance In: Post-Print.
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paper8
2016On the weak convergence of the kernel density estimator in the uniform topology In: Post-Print.
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paper1
2015Erratum to: Estimating extreme quantiles under random truncation In: Post-Print.
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paper3
2015Erratum to: Estimating extreme quantiles under random truncation.(2015) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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This paper has another version. Agregated cites: 3
article
2015Estimating extreme quantiles under random truncation In: Post-Print.
[Citation analysis]
paper4
2015Estimating extreme quantiles under random truncation.(2015) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2015Transformations to symmetry based on the probability weighted characteristic function In: Post-Print.
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paper2
2014On the weak convergence of kernel density estimators in Lp spaces In: Post-Print.
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paper0
2021Extremile regression In: Post-Print.
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paper0
2021Extremile Regression.(2021) In: TSE Working Papers.
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This paper has another version. Agregated cites: 0
paper
2021Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models In: Post-Print.
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paper0
2021The Min-characteristic Function: Characterizing Distributions by Their Min-linear Projections In: Sankhya A: The Indian Journal of Statistics.
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article0
2012Estimating an endpoint with high-order moments In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article1
2019Extremiles: A New Perspective on Asymmetric Least Squares In: Journal of the American Statistical Association.
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article1
2022Optimal pooling and distributed inference for the tail index and extreme quantiles In: TSE Working Papers.
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paper0
2022On the tail heaviness of secondary case numbers and cluster sizes for SARS-CoV-2 In: TSE Working Papers.
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paper0
2022Inference for extremal regression with dependent heavy-tailed data In: TSE Working Papers.
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2017Extreme M-quantiles as risk measures: From L1 to Lp optimization In: TSE Working Papers.
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paper2
2018Tail expectile process and risk assessment In: TSE Working Papers.
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paper2
2019On a class of norms generated by nonnegative integrable distributions In: Dependence Modeling.
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article0

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