Access Statistics for Gilles STUPFLER

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Abdelaati Daouia and Gilles Stupfler’s contribution to the Discussion of the ‘Discussion Meeting on the Analysis of citizen science data’	0	0	0	0	0	1	4	4
An expectile computation cookbook	0	0	2	4	0	0	8	13
Analyzing and Predicting CAT Bond Premiums: a Financial Loss Premium Principle and Extreme Value Modeling	0	0	0	0	0	0	11	16
Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks	0	0	1	2	0	2	17	20
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles	0	0	0	35	0	0	9	40
Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction	0	0	0	5	0	1	11	23
Erratum to: Estimating extreme quantiles under random truncation	0	0	0	0	0	0	5	13
Estimating the conditional extreme-value index under random right-censoring	0	0	0	0	0	0	7	19
Estimation of Tail Risk based on Extreme Expectiles	0	0	2	47	0	2	35	165
Estimation of the parameters of a Markov-modulated loss process in insurance	0	0	0	0	0	0	4	7
ExpectHill estimation, extreme risk and heavy tails	0	0	0	30	0	0	16	52
Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models	0	0	0	28	1	3	12	44
Extreme M-quantiles as risk measures: From L1 to Lp optimization	0	0	1	70	0	4	14	103
Extreme expectile estimation for short-tailed data	0	0	0	0	1	2	10	11
Extreme expectile estimation for short-tailed data, with an application to market risk assessment	0	0	2	21	1	1	7	13
Extreme value inference for heterogeneous heavy-tailed data: A derandomization theory	0	1	7	7	0	1	12	12
Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions	0	0	0	2	0	0	16	21
Extremile Regression	0	0	0	1	0	0	6	9
Extremile Regression	0	0	0	1	1	2	10	15
Extremile Regression	0	0	0	34	1	2	16	77
Extremile regression	0	0	0	0	0	0	9	42
GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series	0	0	0	25	0	0	36	69
Inference for extremal regression with dependent heavy-tailed data	0	0	0	25	0	2	11	33
On the weak convergence of kernel density estimators in Lp spaces	0	0	0	0	0	1	7	23
On the weak convergence of the kernel density estimator in the uniform topology	0	0	0	0	0	1	5	17
Optimal weighted pooling for inference about the tail index and extreme quantiles	0	0	0	17	0	1	9	24
Risk measures beyond quantiles	0	0	2	9	1	5	18	23
Tail expectile process and risk assessment	0	0	1	37	1	2	16	88
Tail expectile-VaR estimation in the semiparametric Generalized Pareto model	0	0	0	5	0	1	13	27
Transformations to symmetry based on the probability weighted characteristic function	0	0	0	0	0	0	1	13
Total Working Papers	0	1	18	405	7	34	355	1,036

5 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING	0	0	1	18	1	1	16	61
An offspring of multivariate extreme value theory: The max-characteristic function	0	0	0	3	0	1	9	24
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks	0	0	0	1	0	1	7	10
Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization	0	0	0	4	0	1	10	21
Central limit theory for peaks-over-threshold partial sums of long memory linear time series	0	0	0	0	0	0	1	1
Erratum to: Estimating extreme quantiles under random truncation	0	0	0	4	1	1	2	15
Estimating an endpoint with high order moments in the Weibull domain of attraction	0	0	0	5	0	0	5	29
Estimating an endpoint with high-order moments	0	0	0	1	0	0	8	27
Estimating extreme quantiles under random truncation	0	0	1	13	1	2	13	46
Estimating the conditional extreme-value index under random right-censoring	0	0	0	3	0	0	8	34
Estimation of tail risk based on extreme expectiles	0	0	0	17	1	3	12	84
ExpectHill estimation, extreme risk and heavy tails	0	0	0	4	0	1	19	35
Extreme expectile estimation for short-tailed data	0	0	0	1	0	0	11	14
Extremile Regression	0	0	0	2	0	1	6	13
Extremiles: A New Perspective on Asymmetric Least Squares	0	1	2	10	0	1	7	37
Frontier estimation with kernel regression on high order moments	0	0	0	3	0	0	12	31
Functional estimation of extreme conditional expectiles	0	0	0	1	0	1	15	23
GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series	0	0	0	2	0	1	24	33
Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions	0	0	0	5	1	2	11	26
Nonparametric extreme conditional expectile estimation	0	0	0	3	1	1	10	23
On a class of norms generated by nonnegative integrable distributions	0	0	0	0	0	2	8	16
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series	0	0	2	7	1	1	16	27
The Min-characteristic Function: Characterizing Distributions by Their Min-linear Projections	0	0	0	1	0	0	6	17
Total Journal Articles	0	1	6	108	7	21	236	647

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Extreme $$L^p$$ L p -quantile Kernel Regression	0	0	0	0	0	0	3	3
Total Chapters	0	0	0	0	0	0	3	3

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Statistics updated 2026-08-07