In this page, you will find the preprints version of published articles and also of some unpublished or submitted papers. Most of these documents were deposed on Hal (Hyper articles en ligne) and/or Arxiv.
Submitted papers
L. Gardes & S. Maistre & A. Podgorny.
Asymptotic confidence intervals for extreme quantiles in a maximum domain of attraction
Preprints versions of published articles
L. Gardes.
On tail-risk measures for non integrable heavy-tailed random variables
L. Gardes & S. Maistre.
Nonparametric asymptotic confidence intervals for extreme quantiles
L. Gardes & S. Girard.
On the estimation of the variability in the distribution tail
L. Gardes.
Nonparametric confidence interval for conditional quantiles with large-dimensional covariates
L. Gardes, S. Girard & G. Stupfler.
Beyond tail median and conditional tail expectation: extreme risk estimation using tail Lp-optimisation
L. Gardes, A. Guillou & C. Roman.
Estimation of extreme conditional quantiles under a general tail first order condition
C. Albert, A. Dutfoy, L. Gardes & S. Girard.
An extreme quantile estimator for the log-generalized Weibull-tail model
J. El Methni, L. Gardes & S. Girard.
Kernel estimation of extreme regression risk measures
L. Gardes.
Tail Dimension Reduction for extreme quantile estimation
L. Gardes & G. Stupfler.
An integrated functional Weissman estimator for conditional extreme quantiles
J.L. Dortet-Bernadet & L. Gardes.
A mixture model for dimension reduction
L. Gardes.
A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes
L. Gardes & S. Girard.
On the estimation of the functional Weibull tail-coefficient
L. Gardes & S. Girard.
Nonparametric estimation of the conditional tail copula
L. Gardes & G. Stupfler.
Estimating extreme quantiles under random truncation
J. El Methni, L. Gardes & S. Girard.
Nonparametric estimation of extreme risks from conditional heavy-tailed distributions
L. Gardes & G. Stupfler.
Estimation of the conditional tail index using a smoothed local Hill estimator
L. Gardes & S. Girard.
Estimation de quantiles extrêmes pour les lois à queue de type Weibull : une synthèse bibliographique
E. Deme, L. Gardes & S. Girard.
On the estimation of the second order parameter for heavy-tailed distributions
L. Gardes & S. Girard.
Functional kernel estimators of large conditional quantiles.
A. Daouia, L. Gardes & S. Girard.
On kernel smoothing for extremal quantile regression
J. El Methni, L. Gardes, S. Girard & A. Guillou.
Estimation of extreme quantiles from heavy and light tailed distributions
L. Gardes & S. Girard.
Functional kernel estimators of conditional extremes quantiles.
L. Gardes, A. Guillou & A. Schorgen. (2011).
Estimating the conditional tail index by integrating a kernel conditional quantile estimator.
A. Daouia, L. Gardes & S. Girard. (2010).
Nadaraya's estimates for large quantiles and free disposal support curves.
L. Gardes, S. Girard & A. Guillou. (2009).
Weibull tail-distributions revisited: a new look at some tail estimators.
A. Daouia, L. Gardes, S. Girard & A. Lekina. (2010).
Kernel estimators of extreme level curves.
L. Gardes & S. Girard. (2010).
Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels.
C. Bernard-Michel, S. Douté, M. Fauvel, L. Gardes & S. Girard. (2008).
Retrieval of Mars surface physical properties from OMEGA hyperspectral images using Regularized Sliced Inverse Regression.
L. Gardes, S. Girard & A. Lekina. (2008).
Functional nonparametric estimation of conditional extreme quantiles.
C. Bernard-Michel, L. Gardes & S. Girard. (2007).
A Note on Sliced Inverse Regression with Regularizations.
C. Bernard-Michel, L. Gardes & S. Girard. (2007).
Gaussian regularized Sliced Inverse Regression.
L. Gardes & S. Girard. (2007).
A moving window approach for nonparametric estimation of the conditional tail index.
J. Diebolt, L. Gardes, S. Girard & A. Guillou. (2005).
Bias-reduced extreme quantile estimators of Weibull tail-distributions. Rapport de Recherche LMC, RR-1080.
L. Gardes & S. Girard. (2005).
Comparison of Weibull tail-coefficient estimators. Rapport de Recherche LMC, RR-1079.
J. Diebolt, L. Gardes, S. Girard & A. Guillou. (2005).
Bias-reduced estimators of the Weibull tail-coefficient. Rapport de recherche LMC, RR-1078.
L. Gardes & S. Girard. (2005).
Estimation of the Weibull tail-coefficient with linear combination of upper order statistics.
L. Gardes & S. Girard. (2004).
A Pickands type estimator of the extreme value index. Rapport de recherche LMC, RR-1063.
L. Gardes & S. Girard. (2004).
Estimating extreme quantiles of Weibull tail-distributions. Rapport de recherche LMC, RR-1065.
Unpublished papers
A. Daouia, L. Gardes & S. Girard. (2009).
Large sample approximation of the distribution for smooth monotone frontier estimation.
C. Bernard-Michel, L. Gardes, S. Girard & G. Molinié. (2008).
Première analyse des pluies extrêmes dans la région Cévennes-Vivarais.
C. Bernard-Michel, S. Douté, L. Gardes & S. Girard. (2007).
Estimation of Mars surface physical properties from hyperspectral images using Sliced Inverse Regression.
L. Gardes. (2003).
Un estimateur de quantile extrême à double seuil.
Rapport de recherche ENSAM-INRA-UM2, 03-01.
L. Gardes. (2002).
Estimation de l'indice de valeur extrême.
Rapport de recherche ENSAM-INRA-UM2, 02-06.
Slides
Estimation of the conditional tail index in presence of random covariates.
7th International Conference of the ERCIM WG on Computational and Methodological Statistics, Pisa, décembre 2013
Nonparametric estimation of extreme risks from heavy-tail distributions.
Statistics Seminar, Leuven, 5 décembre 2013
Estimation non-paramétrique de quantiles conditionnels.
Séminaire de Statistique de l'Institut de Recherche Mathématique Avancée (IRMA), Strasbourg, 8 mars 2011
Estimation de quantiles extrême pour des lois à queue lourde en présence de covariables.
Séminaire de Statistique de l'Institut de Recherche Mathématique Avancée (IRMA), Strasbourg, 30 mars 2010