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You can find the references in BibTeX format for the following years: [2017], [2016], [2015], [2014], [2013], [2012], [2011], [2010], [2009], [2008], [2006], [2005], [2003], [2002].





  L. Gardes.  Tail Dimension Reduction for extreme quantile estimation,  Extremes http://dx.doi.org/10.1007/s10687-017-0300-x To appear

  L. Gardes & G. Stupfler.  An integrated functional Weissman estimator for conditional extreme quantiles,  REVSTAT - Statistical Journal To appear

  J.L. Dortet-Bernadet & L. Gardes.  A mixture model for dimension reduction,  Communications in Statistics - Theory and Methods 46(21), 10768--10787.   2017

  M. Fauvel, S. Girard, S. Douté & L. Gardes.  Machine learning methods for the inversion of hyperspectral images,  In A. Reimer, editor, Horizons in World Physics , p. 51-77, Nova Science, New York. 2017

  L. Gardes & S. Girard.  On the estimation of the functional Weibull tail-coefficient,  Journal of Multivariate Analysis , 146, 29--45.   2016

  L. Gardes & S. Girard.  Nonparametric estimation of the conditional tail copula,  Journal of Multivariate Analysis , 137, 1--16.   2015

  J. El Methni, L. Gardes & S. Girard.  Estimation de mesures de risque pour des pluies extrêmes dans la région Cévennes Vivarais,  La Houille Blanche, 4, 26--31.   2015

  L. Gardes.  A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes,  Extremes, 18(3), 479--510.   2015

  L. Gardes & G. Stupfler.  Estimating extreme quantiles under random truncation,  Test , 24(2), 207--227.   2015

  J. El Methni, L. Gardes & S. Girard.  Nonparametric estimation of extreme risks from conditional heavy-tailed distributions,  Scandinavian Journal of Statistics , 41(4), 988-1012.   2014

  L. Gardes & G. Stupfler.  Estimation of the conditional tail index using a smoothed local Hill estimator,  Extremes, 17(1), 45-75.   2014

  L. Gardes & S. Girard.  Estimation de quantiles extrêmes pour les lois à queue de type Weibull : une synthèse bibliographique,  Journal de la société Française de Statistique, 154, 98-118.     2013

  E. Deme, L. Gardes & S. Girard.  On the estimation of the second order parameter for heavy-tailed distributions,  REVSTAT - Statistical Journal, 11(3), 277-299.   2013

  A. Daouia, L. Gardes & S. Girard.  On kernel smoothing for extremal quantile regression,  Bernoulli, 19(5B), 2557-2589.   2013

  D. Ceresetti, E. Ursu, J. Carreau, S. Anquetin, J.D. Creutin, L. Gardes, S. Girard & G. Molinié.  Evaluation of classical spatial-analysis schemes of extreme rainfall,  Natural Hazards and Earth System Sciences, 12, 3229-3240.   2012

  L. Gardes & S. Girard.  Functional kernel estimators of large conditional quantiles.  Electronic Journal of Statistics, Vol. 6, 1715-1744.   2012

  J. El Methni, L. Gardes, S. Girard & A. Guillou.  Estimation of extreme quantiles from heavy and light tailed distributions ,  Journal of Statistical Planning and Inference, 142(10), 2735-2747.   2012

  L. Gardes, A. Guillou & A. Schorgen.  Estimating the conditional tail index by integrating a kernel conditional quantile estimator,  Journal of Statistical Planning and Inference. 142(6), 1586-1598.     2012

  A. Daouia, L. Gardes & S. Girard.  Nadaraya's estimates for large quantiles and free disposal support curves,  In: I. Van Keilegom and P. Wilson, editors, Exploring research frontiers in contemporary statistics and econometrics - Festschrift in honor of L. Simar, Springer. 1-22.   2011

  L. Gardes & S. Girard.  Functional kernel estimators of conditional extreme quantiles,  In: F. Ferraty, editors, Recent advances in functional data analysis and related topics, Springer Physica-Verlag. 135-140.   2011

  A. Daouia, L. Gardes, S. Girard & A. Lekina.  Kernel estimators of extreme level curves,  Test, 20(2), 311-333. 2011

  L. Gardes, S. Girard & A. Guillou.  Weibull tail-distributions revisited: a new look at some tail estimators,  Journal of Statistical Planning and Inference, 141, 429-444. 2011

  L. Gardes & S. Girard.  Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels,  Extremes, 13(2), 177-204. 2010

  L. Gardes, S. Girard & A. Lekina.  Functional nonparametric estimation of conditional extreme quantiles,  Journal of Multivariate Analysis, 101, 419-433. 2010

  C. Bernard-Michel, S. Douté, M. Fauvel, L. Gardes & S. Girard.  Retrieval of Mars surface physical properties from OMEGA hyperspectral images using Regularized Sliced Inverse Regression,  Journal of Geophysical Research - Planets, 114, E06005 2009

  C. Bernard-Michel, L. Gardes & S. Girard.  Gaussian Regularized Sliced Inverse Regression,  Statistics and Computing, 19, 85-98. 2009

  L. Gardes & S. Girard.  A moving window approach for nonparametric estimation of the conditional tail index,  Journal of Multivariate Analysis, 99, 2368-2388. 2008

  J. Diebolt, L. Gardes, S. Girard & A. Guillou.  Bias-reduced estimators of the Weibull tail-coefficient,  Test, 17, 311-331. 2008

  C. Bernard-Michel, L. Gardes & S. Girard.  A Note on Sliced Inverse Regression with Regularizations,  Biometrics, 64, 982-984. 2008

  J. Diebolt, L. Gardes, S. Girard & A. Guillou.  Bias-reduced extreme quantiles estimators of Weibull tail-distributions,  Journal of Statistical Planning and Inference, 138, 1389-1401. 2008

  L. Gardes & S. Girard.  Estimation of the Weibull tail-coefficient with linear combination of upper order statistics,  Journal of Statistical Planning and Inference, 138, 1416-1427. 2008

  L. Gardes & S. Girard.  Comparison of Weibull tail-coefficient estimators,  REVSTAT - Statistical Journal, 4(2), 163-188. 2006

  L. Gardes & S. Girard.  Asymptotic properties of a Pickands type estimator of the extreme value index, In Louis R. Velle, editor, Focus on probability theory, Nova Science, New-York, 133-149. 2006

  L. Gardes & S. Girard.  Asymptotic distribution of a Pickands-type estimator of the extreme value index, Comptes Rendus de l'Académie des Sciences, t. 341, Série I, 53-58. 2005

  L. Gardes & S. Girard.  Estimating extreme quantiles of Weibull tail-distributions, Communication in Statistics - Theory and Methods, 34, 1065-1080. 2005

  L. Gardes. Double-thresholded estimator of extreme value index, Comptes Rendus de l'Académie des Sciences, t. 337, Série I, 287-292. 2003

  L. Gardes. Estimating the Support of a Poisson process via the Faber-Schauder basis and extreme values, Publication de l'Institut de Statistique de l'Université de Paris, XXXXVI, 43-72. 2002