Laurent Gardes'
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  L. Gardes & A. Podgorny.  Extreme Conditional Quantile Estimation in High Dimensions: A Comparative Study [Hal]

  L. Gardes & A. Podgorny.  Dimension reduction for the estimation of the conditional tail-index [Hal]

  L. Gardes.  On tail-risk measures for non integrable heavy-tailed random variables [Hal]

  L. Gardes & S. Maistre & A. Podgorny.  Asymptotic confidence intervals for extreme quantiles in a maximum domain of attraction [Hal]

  L. Gardes & S. Maistre.  Nonparametric asymptotic confidence intervals for extreme quantiles [Hal]

  L. Gardes & S. Girard.  On the estimation of the variability in the distribution tail [Hal]

  L. Gardes.  Nonparametric confidence interval for conditional quantiles with large-dimensional covariates [Hal]

  L. Gardes, S. Girard & G. Stupfler.  Beyond tail median and conditional tail expectation: extreme risk estimation using tail Lp-optimisation [Hal]

  L. Gardes, A. Guillou & C. Roman.  Estimation of extreme conditional quantiles under a general tail first order condition [Hal]

  C. Albert, A. Dutfoy, L. Gardes & S. Girard.  An extreme quantile estimator for the log-generalized Weibull-tail model [Hal]

  J. El Methni, L. Gardes & S. Girard.  Kernel estimation of extreme regression risk measures [Hal]

  L. Gardes.  Tail Dimension Reduction for extreme quantile estimation [Hal]

  L. Gardes & G. Stupfler.  An integrated functional Weissman estimator for conditional extreme quantiles [Hal]

  J.L. Dortet-Bernadet & L. Gardes.  A mixture model for dimension reduction [Hal]

  L. Gardes.  A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes [Hal]

  L. Gardes & S. Girard.  On the estimation of the functional Weibull tail-coefficient [Hal]

  L. Gardes & S. Girard.  Nonparametric estimation of the conditional tail copula [Hal]

  L. Gardes & G. Stupfler.  Estimating extreme quantiles under random truncation [Hal]

  J. El Methni, L. Gardes & S. Girard.  Nonparametric estimation of extreme risks from conditional heavy-tailed distributions [Hal]

  L. Gardes & G. Stupfler.  Estimation of the conditional tail index using a smoothed local Hill estimator [Hal]

  L. Gardes & S. Girard.  Estimation de quantiles extrêmes pour les lois à queue de type Weibull : une synthèse bibliographique [Hal]

  E. Deme, L. Gardes & S. Girard.  On the estimation of the second order parameter for heavy-tailed distributions [Hal]

  L. Gardes & S. Girard.  Functional kernel estimators of large conditional quantiles.  [Hal] [Arxiv]

  A. Daouia, L. Gardes & S. Girard.  On kernel smoothing for extremal quantile regression [Hal]

  J. El Methni, L. Gardes, S. Girard & A. Guillou.  Estimation of extreme quantiles from heavy and light tailed distributions [Hal]

  L. Gardes & S. Girard.  Functional kernel estimators of conditional extremes quantiles.  [Hal] [Arxiv]

  L. Gardes, A. Guillou & A. Schorgen. (2011).  Estimating the conditional tail index by integrating a kernel conditional quantile estimator.  [Hal]

  A. Daouia, L. Gardes & S. Girard. (2010).  Nadaraya's estimates for large quantiles and free disposal support curves.  [pdf]

  L. Gardes, S. Girard & A. Guillou. (2009).  Weibull tail-distributions revisited: a new look at some tail estimators.  [Hal]

  A. Daouia, L. Gardes, S. Girard & A. Lekina. (2010).  Kernel estimators of extreme level curves.  [Hal]

  L. Gardes & S. Girard. (2010).  Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels.  [Hal]

  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.  [Hal]

  L. Gardes, S. Girard & A. Lekina. (2008).  Functional nonparametric estimation of conditional extreme quantiles.  [Hal] [Arxiv]

  C. Bernard-Michel, L. Gardes & S. Girard. (2007).  A Note on Sliced Inverse Regression with Regularizations.  [Hal] [Arxiv]

  C. Bernard-Michel, L. Gardes & S. Girard. (2007).  Gaussian regularized Sliced Inverse Regression.  [Hal] [Arxiv]

  L. Gardes & S. Girard. (2007).  A moving window approach for nonparametric estimation of the conditional tail index.  [Hal] [Arxiv]

  J. Diebolt, L. Gardes, S. Girard & A. Guillou. (2005).  Bias-reduced extreme quantile estimators of Weibull tail-distributions. Rapport de Recherche LMC, RR-1080.  [Hal] [Arxiv]

  L. Gardes & S. Girard. (2005).  Comparison of Weibull tail-coefficient estimators. Rapport de Recherche LMC, RR-1079.  [Hal] [Arxiv]

  J. Diebolt, L. Gardes, S. Girard & A. Guillou. (2005).  Bias-reduced estimators of the Weibull tail-coefficient. Rapport de recherche LMC, RR-1078.  [Hal] [Arxiv]

  L. Gardes & S. Girard. (2005).  Estimation of the Weibull tail-coefficient with linear combination of upper order statistics.  [Hal] [Arxiv]

  L. Gardes & S. Girard. (2004).  A Pickands type estimator of the extreme value index. Rapport de recherche LMC, RR-1063.  [Hal] [Arxiv]

  L. Gardes & S. Girard. (2004).  Estimating extreme quantiles of Weibull tail-distributions. Rapport de recherche LMC, RR-1065.  [Hal]



Unpublished papers



  A. Daouia, L. Gardes & S. Girard. (2009).  Large sample approximation of the distribution for smooth monotone frontier estimation.  [Hal]

  C. Bernard-Michel, L. Gardes, S. Girard & G. Molinié. (2008).  Première analyse des pluies extrêmes dans la région Cévennes-Vivarais.  [Hal]

  C. Bernard-Michel, S. Douté, L. Gardes & S. Girard. (2007).  Estimation of Mars surface physical properties from hyperspectral images using Sliced Inverse Regression.  [Hal]

  L. Gardes. (2003).  Un estimateur de quantile extrême à double seuil.  Rapport de recherche ENSAM-INRA-UM2, 03-01. [ps]

  L. Gardes. (2002).  Estimation de l'indice de valeur extrême.  Rapport de recherche ENSAM-INRA-UM2, 02-06. [ps]



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 [pdf]

  Nonparametric estimation of extreme risks from heavy-tail distributions.  Statistics Seminar, Leuven, 5 décembre 2013 [pdf]

  Estimation non-paramétrique de quantiles conditionnels.  Séminaire de Statistique de l'Institut de Recherche Mathématique Avancée (IRMA), Strasbourg, 8 mars 2011 [pdf]

  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 [pdf]