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