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Displaying results 1 to 4 of 4.

  1. An expectile computation cookbook
    Author: Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, Antoine
    Published: July 2023
    Publisher:  [Toulouse School of Economics], [Toulouse]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 330
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / Toulouse School of Economics ; no 1458
    Subjects: Control variates; Exact computation; Expectiles; Monte-Carlo sampling; Newton-Raphson method; Quadratic convergence
    Scope: 1 Online-Ressource (circa 50 Seiten), Illustrationen
  2. Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
    Author: Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, Antoine
    Published: June 2023
    Publisher:  [Toulouse School of Economics], [Toulouse]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 330
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / Toulouse School of Economics ; no 1444
    Subjects: Asymptotic normality; Bias correction; Expectiles; Extreme values; Heavy tails; Inference; Variance correction
    Scope: 1 Online-Ressource (circa 88 Seiten), Illustrationen
  3. Inference for extremal regression with dependent heavy-tailed data
    Author: Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, Antoine
    Published: March 2022
    Publisher:  [Toulouse School of Economics], [Toulouse]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 330
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / Toulouse School of Economics ; no 1324
    Subjects: Conditional quantiles; conditional expectiles; extreme value analysis; heavy tails; inference; mixing; nonparametric regression
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen
  4. On the tail heaviness of secondary case numbers and cluster sizes for SARS-CoV-2
    Author: Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, Antoine
    Published: March 2022
    Publisher:  [Toulouse School of Economics], [Toulouse]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 330
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / Toulouse School of Economics ; no 1323
    Subjects: COVID-19; Superspreading; Cluster size; Secondary cases; Extreme value theory; Discrete extremes
    Scope: 1 Online-Ressource (circa 13 Seiten), Illustrationen