Padoan, Simone A.; Stupfler, Gilles Joint inference on extreme expectiles for multivariate heavy-tailed distributions. (English) Zbl 07526574 Bernoulli 28, No. 2, 1021-1048 (2022). MSC: 62Gxx 62Pxx 62Hxx PDFBibTeX XMLCite \textit{S. A. Padoan} and \textit{G. Stupfler}, Bernoulli 28, No. 2, 1021--1048 (2022; Zbl 07526574) Full Text: DOI arXiv Link
Falk, Michael; Stupfler, Gilles The min-characteristic function: characterizing distributions by their min-linear projections. (English) Zbl 1459.60040 Sankhyā, Ser. A 83, No. 1, 254-282 (2021). MSC: 60E10 62H05 62G05 62G32 PDFBibTeX XMLCite \textit{M. Falk} and \textit{G. Stupfler}, Sankhyā, Ser. A 83, No. 1, 254--282 (2021; Zbl 1459.60040) Full Text: DOI
Stupfler, Gilles On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails. (English) Zbl 1434.62039 Extremes 22, No. 4, 749-769 (2019). MSC: 62G05 62G20 62G30 62G32 60F05 PDFBibTeX XMLCite \textit{G. Stupfler}, Extremes 22, No. 4, 749--769 (2019; Zbl 1434.62039) Full Text: DOI