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L. Gardes.
On tail-risk measures for non-integrable heavy-tailed random variables,
Econometrics and Statistics, PartB: Statistics
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To appear
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L. Gardes & S. Maistre.
Nonparametric asymptotic confidence intervals for extreme quantiles,
Scandinavian Journal of Statistics, 50(2), 825--841.
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2023
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L. Gardes & S. Girard.
On the estimation of the variability in the distribution tail,
Test , 30, 884--907.
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2021
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L. Gardes, A. Guillou & C. Roman.
Estimation of extreme conditional quantiles under a general tail first order condition,
Annals of the Institute of Statistical Mathematics ,72, 915--943.
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2020
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L. Gardes, S. Girard & G. Stupfler.
Beyond tail median and conditional tail expectation: extreme risk estimation using tail Lp-optimisation,
Scandinavian Journal of Statistics , 47(3), 922--949.
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2020
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C. Albert, A. Dutfoy, L. Gardes & S. Girard.
An extreme quantile estimator for the log-generalized Weibull-tail model,
Econometrics and Statistics , 13, 137--174.
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2020
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L. Gardes.
Nonparametric confidence interval for conditional quantiles with large-dimensional covariates,
Electronic Journal of Statistics , 14(1), 661--701.
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2020
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L. Gardes & G. Stupfler.
An integrated functional Weissman estimator for conditional extreme quantiles,
REVSTAT - Statistical Journal , 17(1), 109--144.
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2019
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J. El Methni, L. Gardes & S. Girard.
Kernel estimation of extreme regression risk measures,
Electronic Journal of Statistics , 12(1), 359--398.
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2018
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L. Gardes.
Tail Dimension Reduction for extreme quantile estimation,
Extremes , 21(1), 57--95.
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2018
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J.L. Dortet-Bernadet & L. Gardes.
A mixture model for dimension reduction,
Communications in Statistics - Theory and Methods , 46(21), 10768--10787.
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2017
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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.
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2017
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L. Gardes & S. Girard.
On the estimation of the functional Weibull tail-coefficient,
Journal of Multivariate Analysis , 146, 29--45.
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2016
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L. Gardes & S. Girard.
Nonparametric estimation of the conditional tail copula,
Journal of Multivariate Analysis , 137, 1--16.
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2015
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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.
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2015
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L. Gardes.
A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes,
Extremes, 18(3), 479--510.
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2015
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L. Gardes & G. Stupfler.
Estimating extreme quantiles under random truncation,
Test , 24(2), 207--227.
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2015
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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.
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2014
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L. Gardes & G. Stupfler.
Estimation of the conditional tail index using a smoothed local Hill estimator,
Extremes, 17(1), 45-75.
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2014
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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.
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2013
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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.
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2013
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A. Daouia, L. Gardes & S. Girard.
On kernel smoothing for extremal quantile regression,
Bernoulli, 19(5B), 2557-2589.
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2013
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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.
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2012
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L. Gardes & S. Girard.
Functional kernel estimators of large conditional quantiles.
Electronic Journal of Statistics, Vol. 6, 1715-1744.
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2012
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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.
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2012
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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.
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2012
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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.
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2011
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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.
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2011
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A. Daouia, L. Gardes, S. Girard & A. Lekina.
Kernel estimators of extreme level curves,
Test, 20(2), 311-333.
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2011
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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.
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2011
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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.
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2010
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L. Gardes, S. Girard & A. Lekina.
Functional nonparametric estimation of conditional extreme quantiles,
Journal of Multivariate Analysis, 101, 419-433.
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2010
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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
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2009
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C. Bernard-Michel, L. Gardes & S. Girard.
Gaussian Regularized Sliced Inverse Regression,
Statistics and Computing, 19, 85-98.
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2009
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L. Gardes & S. Girard.
A moving window approach for nonparametric estimation of the conditional tail index,
Journal of Multivariate Analysis, 99, 2368-2388.
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2008
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J. Diebolt, L. Gardes, S. Girard & A. Guillou.
Bias-reduced estimators of the Weibull tail-coefficient,
Test, 17, 311-331.
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2008
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C. Bernard-Michel, L. Gardes & S. Girard.
A Note on Sliced Inverse Regression with Regularizations,
Biometrics, 64, 982-984.
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2008
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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.
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2008
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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.
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2008
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L. Gardes & S. Girard.
Comparison of Weibull tail-coefficient estimators,
REVSTAT - Statistical Journal, 4(2), 163-188.
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2006
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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.
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2006
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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.
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2005
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L. Gardes & S. Girard.
Estimating extreme quantiles of Weibull tail-distributions,
Communication in Statistics - Theory and Methods, 34, 1065-1080.
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2005
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L. Gardes.
Double-thresholded estimator of extreme value index,
Comptes Rendus de l'Académie des Sciences, t. 337, Série I, 287-292.
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2003
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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.
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2002
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