Concepedia

Gilles Stupfler

GS

26

Publications

707

Citations

17

H-Index

2011

Active since

Affiliations

Centre National de la Recherche Scientifique(Current)

Centre Inria de l'Université Grenoble Alpes

Centre de Recherche en Économie et Statistique

Aix-Marseille Université

Laboratoire Jean Kuntzmann

Gilles Stupfler is an author at Centre National de la Recherche Scientifique specializing in statistics, statistical inference, and engineering.

Top concepts

StatisticsEngineeringStatistical InferenceFinanceBusinessEstimation TheoryProbabilityEconometricsFinancial RiskRisk Management

Publications per year

2011–2022

26

Publications

26

Estimation of Tail Risk Based on Extreme Expectiles

Abdelaati Daouia, Stéphane Girard, Gilles Stupfler · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2017 · 128 citations · Full text

Engineering, Tail Expectiles, Estimation Statistic +14

Estimation of the conditional tail index using a smoothed local Hill estimator

Laurent Gardès, Gilles Stupfler · Extremes · 2013 · 45 citations

Parameter Estimation, Conditional Tail Index, Engineering +8

Tail expectile process and risk assessment

Abdelaati Daouia, Stéphane Girard, Gilles Stupfler · Bernoulli · 2019 · 44 citations · Full text

Engineering, Tail Risk, Mathematical Statistic +16

Extreme M-quantiles as risk measures: From $L^{1}$ to $L^{p}$ optimization

Abdelaati Daouia, Stéphane Girard, Gilles Stupfler · Bernoulli · 2018 · 42 citations · Full text

Economics, Extreme Values, Engineering +15

Estimating the conditional extreme-value index under random right-censoring

Gilles Stupfler · Journal of Multivariate Analysis · 2015 · 39 citations

Density Estimation, Rare Event Estimation, Economic Analysis +4

Rows per page

1–5 of 26