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Author ID: girard.stephane Recent zbMATH articles by "Girard, Stéphane"
Published as: Girard, Stéphane; Girard, S.; Girard, Séphane
Homepage: http://mistis.inrialpes.fr/people/girard/
External Links: MGP · Google Scholar · dblp
all top 5

Co-Authors

5 single-authored
26 Gardes, Laurent
15 Stupfler, Gilles
11 Guillou, Armelle
7 Daouia, Abdelaati
6 Diebolt, Jean
6 Usseglio-Carleve, Antoine
5 Amblard, Cécile
5 Bouveyron, Charles
5 Deme, El Hadji
5 El Methni, Jonathan
5 Forbes, Florence
5 Mazo, Gildas
4 Allouche, Michaël
4 Arbel, Julyan
4 Nazin, Aleksandr V.
4 Saracco, Jérôme
3 Juditsky, Anatoli B.
3 Menneteau, Ludovic
2 Ahmad, Aboubacrène Ag
2 Bernard-Michel, C.
2 Bouchard, Guillaume
2 Chalmond, Bernard
2 Chiancone, Alessandro
2 Dinten, Jean-Marc
2 Diop, Aliou
2 Durante, Fabrizio
2 Dutfoy, Anne
2 Fabián, Zdeněk
2 Fauvel, Mathieu
2 Garrido, Myriam
2 Gobet, Emmanuel
2 Hermann, Philipp
2 Jordanova, Pavlina Kalcheva
2 Lekina, Alexandre
2 Nguyen, Hien Duy
2 Rivera, Andrés M.
2 Schmid, Cordelia
2 Stehlík, Milan
2 Střelec, Luboš
2 Torres, Sebastián
1 Albert, Clément
1 Amsaleg, Laurent
1 Bousebata, Meryem
1 Carreau, Julie
1 Chanussot, Jocelyn
1 Chavent, Marie
1 Chelly, Oussama
1 Constantin, Alexandre
1 Coudret, Raphaël
1 Crispino, Marta
1 Diallo, Aldiouma
1 Diongue, Abdou Kâ
1 El-Aroui, Mhamed-Ali
1 Enjolras, Geoffroy
1 Furon, Teddy
1 Gannoun, Ali
1 Geffroy, Jean Claude
1 Guinot, Christiane
1 Houle, Michael E.
1 Iovleff, Serge
1 Kawarabayashi, Ken-ichi
1 Kiseľák, Jozef
1 Kuentz-Simonet, Vanessa
1 Liquet, Benoit
1 Lorenzo, Hadrien
1 Louhichi, Sana
1 Moins, Théo
1 Nett, Michael
1 Nguyen, Thi Mong Ngoc
1 Sokhna, Cheikh
1 Soza, Ludy Núñez
1 Sylla, Seydou Nourou
1 Vaičiulis, Marijus
1 Vladimirova, Mariia

Publications by Year

Citations contained in zbMATH Open

89 Publications have been cited 1,099 times in 548 Documents Cited by Year
High-dimensional data clustering. Zbl 1452.62433
Bouveyron, C.; Girard, S.; Schmid, C.
86
2007
On kernel smoothing for extremal quantile regression. Zbl 1281.62097
Daouia, Abdelaati; Gardes, Laurent; Girard, Stéphane
68
2013
Kernel estimators of extreme level curves. Zbl 1367.62159
Daouia, Abdelaati; Gardes, Laurent; Girard, Stéphane; Lekina, Alexandre
60
2011
Estimation of tail risk based on extreme expectiles. Zbl 1383.62235
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles
56
2018
Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels. Zbl 1238.62136
Gardes, Laurent; Girard, Stéphane
42
2010
Symmetry and dependence properties within a semiparametric family of bivariate copulas. Zbl 1019.62046
Amblard, Cécile; Girard, Stéphane
42
2002
A new extension of bivariate FGM copulas. Zbl 1433.62129
Amblard, Cécile; Girard, Stéphane
32
2009
A moving window approach for nonparametric estimation of the conditional tail index. Zbl 1151.62040
Gardes, Laurent; Girard, Stéphane
32
2008
Functional nonparametric estimation of conditional extreme quantiles. Zbl 1178.62055
Gardes, Laurent; Girard, Stéphane; Lekina, Alexandre
29
2010
A Hill type estimator of the Weibull tail-coefficient. Zbl 1066.62052
Girard, Stéphane
29
2004
Tail expectile process and risk assessment. Zbl 1441.62263
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles
27
2020
Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization. Zbl 1442.62106
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles
23
2019
Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions. Zbl 1305.62199
El Methni, Jonathan; Gardes, Laurent; Girard, Stéphane
23
2014
Bias-reduced estimators of the Weibull tail-coefficient. Zbl 1196.62052
Diebolt, Jean; Gardes, Laurent; Girard, Stéphane; Guillou, Armelle
22
2008
Functional kernel estimators of large conditional quantiles. Zbl 1295.62052
Gardes, Laurent; Girard, Stéphane
22
2012
Comparison of Weibull tail-coefficient estimators. Zbl 1141.62341
Gardes, Laurent; Girard, Stéphane
20
2006
Estimating extreme quantiles of Weibull tail distributions. Zbl 1073.62046
Gardes, Laurent; Girard, Stéphane
19
2005
Estimation of the Weibull tail-coefficient with linear combination of upper order statistics. Zbl 1133.62035
Gardes, Laurent; Girard, Stéphane
18
2008
High-dimensional discriminant analysis. Zbl 1128.62072
Bouveyron, Charles; Girard, Stéphane; Schmid, Cordelia
17
2007
Frontier estimation via kernel regression on high power-transformed data. Zbl 1206.62070
Girard, Stéphane; Jacob, Pierre
16
2008
Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling. Zbl 1091.62009
Diebolt, Jean; El-Aroui, Mhamed-Ali; Garrido, Myriam; Girard, Stéphane
15
2005
Weibull tail-distributions revisited: A new look at some tail estimators. Zbl 1197.62049
Gardes, Laurent; Girard, Stéphane; Guillou, Armelle
14
2011
Extreme values and kernel estimates of point processes boundaries. Zbl 1154.60330
Girard, Stéphane; Jacob, Pierre
14
2004
Extreme geometric quantiles in a multivariate regular variation framework. Zbl 1328.62306
Girard, Stéphane; Stupfler, Gilles
13
2015
Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models. Zbl 1486.62141
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine
13
2021
Bias-reduced extreme quantile estimators of Weibull tail-distributions. Zbl 1250.62024
Diebolt, Jean; Gardes, Laurent; Girard, Stéphane; Guillou, Armelle
12
2008
Marshall-Olkin type copulas generated by a global shock. Zbl 1328.62305
Durante, Fabrizio; Girard, Stéphane; Mazo, Gildas
12
2016
Copulas based on Marshall-Olkin machinery. Zbl 1365.62188
Durante, Fabrizio; Girard, Stéphane; Mazo, Gildas
12
2015
Weak properties and robustness of t-Hill estimators. Zbl 1354.62002
Jordanova, Pavlina; Fabián, Zdeněk; Hermann, Philipp; Střelec, Luboš; Rivera, Andrés; Girard, Stéphane; Torres, Sebastián; Stehlík, Milan
12
2016
Intriguing properties of extreme geometric quantiles. Zbl 1369.62113
Girard, Stéphane; Stupfler, Gilles
11
2017
On the estimation of the second order parameter for heavy-tailed distributions. Zbl 1314.62117
Deme, El Hadji; Gardes, Laurent; Girard, Stéphane
11
2013
Extreme values and Haar series estimates of point processes boundaries. Zbl 1053.62093
Girard, Stéphane; Jacob, Pierre
11
2003
Central limit theorems for smoothed extreme value estimates of Poisson point processes boundaries. Zbl 1094.60039
Girard, Stéphane; Menneteau, Ludovic
11
2005
Projection estimates of point processes boundaries. Zbl 1023.62098
Girard, Stéphane; Jacob, Pierre
11
2003
Robust supervised classification with mixture models: learning from data with uncertain labels. Zbl 1175.68313
Bouveyron, Charles; Girard, Stéphane
10
2009
Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions. Zbl 1284.62211
Deme, El Hadji; Girard, Stéphane; Guillou, Armelle
10
2013
Sliced inverse regression in reference curves estimation. Zbl 1429.62138
Gannoun, Ali; Girard, Stéphane; Guinot, Christiane; Saracco, Jérôme
10
2004
A class of multivariate copulas based on products of bivariate copulas. Zbl 1329.62271
Mazo, Gildas; Girard, Stéphane; Forbes, Florence
9
2015
Estimation of extreme quantiles from heavy and light tailed distributions. Zbl 1428.62199
El Methni, Jonathan; Gardes, Laurent; Girard, Stéphane; Guillou, Armelle
9
2012
ExpectHill estimation, extreme risk and heavy tails. Zbl 1464.62279
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles
9
2021
A new sliced inverse regression method for multivariate response. Zbl 1506.62049
Coudret, R.; Girard, S.; Saracco, J.
9
2014
Nonparametric extreme conditional expectile estimation. Zbl 07638423
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine
9
2022
A nonlinear PCA based on manifold approximation. Zbl 0976.62056
Girard, Stéphane
8
2000
Sub-Weibull distributions: generalizing sub-Gaussian and sub-exponential properties to heavier tailed distributions. Zbl 07851202
Vladimirova, Mariia; Girard, Stéphane; Nguyen, Hien; Arbel, Julyan
8
2020
A sliced inverse regression approach for data stream. Zbl 1306.65040
Chavent, Marie; Girard, Stéphane; Kuentz-Simonet, Vanessa; Liquet, Benoit; Nguyen, Thi Mong Ngoc; Saracco, Jérôme
7
2014
On the estimation of the functional Weibull tail-coefficient. Zbl 1334.62094
Gardes, Laurent; Girard, Stéphane
7
2016
A note on sliced inverse regression with regularizations. Zbl 1145.62351
Bernard-Michel, C.; Gardes, L.; Girard, S.
7
2008
Student sliced inverse regression. Zbl 1464.62047
Chiancone, Alessandro; Forbes, Florence; Girard, Stéphane
7
2017
On automatic bias reduction for extreme expectile estimation. Zbl 1495.62010
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine
7
2022
Kernel discriminant analysis and clustering with parsimonious Gaussian process models. Zbl 1331.62302
Bouveyron, C.; Fauvel, M.; Girard, S.
6
2015
A flexible and tractable class of one-factor copulas. Zbl 1505.62281
Mazo, Gildas; Girard, Stéphane; Forbes, Florence
6
2016
Nonparametric estimation of the conditional tail copula. Zbl 1329.62166
Gardes, Laurent; Girard, Stéphane
6
2015
Frontier estimation with kernel regression on high order moments. Zbl 1277.62111
Girard, Stéphane; Guillou, Armelle; Stupfler, Gilles
6
2013
Estimating an endpoint with high-order moments. Zbl 1284.62298
Girard, Stéphane; Guillou, Armelle; Stupfler, Gilles
6
2012
Reduced-bias estimator of the conditional tail expectation of heavy-tailed distributions. Zbl 1320.62068
Deme, El Hadji; Girard, Stéphane; Guillou, Armelle
6
2015
Kernel estimation of extreme regression risk measures. Zbl 1388.62141
El Methni, Jonathan; Gardes, Laurent; Girard, Stéphane
5
2018
Weighted least-squares inference for multivariate copulas based on dependence coefficients. Zbl 1392.62157
Mazo, Gildas; Girard, Stéphane; Forbes, Florence
5
2015
Consistency of the ET method and smooth variations. Zbl 0934.62048
Girard, Stéphane; Diebolt, Jean
5
1999
\(L_1\)-optimal nonparametric frontier estimation via linear programming. Zbl 1267.62048
Girard, S.; Iouditski, A.; Nazin, A. V.
5
2005
Beyond tail median and conditional tail expectation: extreme risk estimation using tail \(L^p\)-optimization. Zbl 1454.62143
Gardes, Laurent; Girard, Stéphane; Stupfler, Gilles
5
2020
Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model. Zbl 1460.62065
Ahmad, Aboubacrène Ag; Deme, El Hadji; Diop, Aliou; Girard, Stéphane; Usseglio-Carleve, Antoine
5
2020
Extreme-value-theoretic estimation of local intrinsic dimensionality. Zbl 1428.60071
Amsaleg, Laurent; Chelly, Oussama; Furon, Teddy; Girard, Stéphane; Houle, Michael E.; Kawarabayashi, Ken-ichi; Nett, Michael
4
2018
A semiparametric family of symmetric bivariate copulas. (Une famille semi-paramétrique de copules symétriques bivariées.) Zbl 1012.60015
Amblard, Cécile; Girard, Stéphane
4
2001
On the strong consistency of the kernel estimator of extreme conditional quantiles. Zbl 1331.62228
Girard, Stéphane; Louhichi, Sana
3
2015
A note on the asymptotic normality of the ET method for extreme quantile estimation. Zbl 1116.62316
Diebolt, Jean; Girard, Stéphane
3
2003
Nonparametric frontier estimation by linear programming. Zbl 1062.62057
Bouchard, G.; Girard, S.; Iouditski, A. B.; Nazin, A. V.
3
2004
Advanced topics in sliced inverse regression. Zbl 1493.62306
Girard, Stéphane; Lorenzo, Hadrien; Saracco, Jérôme
3
2022
A refined Weissman estimator for extreme quantiles. Zbl 07730786
Allouche, Michaël; El Methni, Jonathan; Girard, Stéphane
3
2023
Estimating an endpoint with high order moments in the Weibull domain of attraction. Zbl 1471.62354
Girard, Stéphane; Guillou, Armelle; Stupfler, Gilles
3
2012
On the estimation of the variability in the distribution tail. Zbl 1478.62107
Gardes, Laurent; Girard, Stéphane
3
2021
Smoothed extreme value estimators of non-uniform point processes boundaries with application to star-shaped supports estimation. Zbl 1135.62038
Girard, Stéphane; Menneteau, Ludovic
2
2008
Uniform strong consistency of a frontier estimator using kernel regression on high order moments. Zbl 1310.62046
Girard, Stéphane; Guillou, Armelle; Stupfler, Gilles
2
2014
Some linear programming methods for frontier estimation. Zbl 1090.62034
Bouchard, G.; Girard, S.; Iouditski, A.; Nazin, A.
2
2005
Extreme partial least-squares. Zbl 1520.62040
Bousebata, Meryem; Enjolras, Geoffroy; Girard, Stéphane
2
2023
Extreme quantile estimation for Weibull-tail distributions: an overview. (Estimation de quantiles extrêmes pour les lois à queue de type Weibull: une synthése bibliographique.) Zbl 1316.62064
Gardes, Laurent; Girard, Stéphane
1
2013
\(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative. Zbl 1327.93372
Nazin, A. V.; Girard, S.
1
2014
Spatial extreme quantile estimation using a weighted log-likelihood approach. Zbl 1316.62062
Carreau, Julie; Girard, Stéphane
1
2011
Collaborative sliced inverse regression. Zbl 1462.62053
Chiancone, Alessandro; Girard, Stéphane; Chanussot, Jocelyn
1
2017
A \(\Gamma\)-moment approach to monotonic boundary estimation. Zbl 1293.62110
Daouia, Abdelaati; Girard, Stéphane; Guillou, Armelle
1
2014
Transformation of a copula using the associated co-copula. Zbl 1434.62081
Girard, Stéphane
1
2018
Dependence properties and Bayesian inference for asymmetric multivariate copulas. Zbl 1428.62253
Arbel, Julyan; Crispino, Marta; Girard, Stéphane
1
2019
Auto-associative models and generalized principal component analysis. Zbl 1087.62075
Girard, Stéphane; Iovleff, Serge
1
2005
Asymptotic normality of the ET method – application to the ET test. Zbl 1037.62043
Diebolt, Jean; Garrido, Myriam; Girard, Stéphane
1
2003
Asymptotic distribution of a Pickands-type estimator of the extreme-value index. Zbl 1065.62018
Gardes, Laurent; Girard, Stéphane
1
2005
On the asymptotic normality of the \(L_1\)-error for Haar series estimates of Poisson point processes boundaries. Zbl 1116.60334
Girard, Stéphane
1
2004
Position of principal component analysis among auto-associative composite models. Zbl 0910.68054
Girard, Stéphane; Chalmond, Bernard; Dinten, Jean-Marc
1
1998
Asymptotic normality of the \(L_1\)-error of a boundary estimator. Zbl 1096.62048
Geffroy, Jean; Girard, Stéphane; Jacob, Pierre
1
2006
Extreme \(L^p\) -quantile kernel regression. Zbl 07645402
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine
1
2021
Reparameterization of extreme value framework for improved Bayesian workflow. Zbl 07737941
Moins, Théo; Arbel, Julyan; Girard, Stéphane; Dutfoy, Anne
1
2023
A refined Weissman estimator for extreme quantiles. Zbl 07730786
Allouche, Michaël; El Methni, Jonathan; Girard, Stéphane
3
2023
Extreme partial least-squares. Zbl 1520.62040
Bousebata, Meryem; Enjolras, Geoffroy; Girard, Stéphane
2
2023
Reparameterization of extreme value framework for improved Bayesian workflow. Zbl 07737941
Moins, Théo; Arbel, Julyan; Girard, Stéphane; Dutfoy, Anne
1
2023
Nonparametric extreme conditional expectile estimation. Zbl 07638423
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine
9
2022
On automatic bias reduction for extreme expectile estimation. Zbl 1495.62010
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine
7
2022
Advanced topics in sliced inverse regression. Zbl 1493.62306
Girard, Stéphane; Lorenzo, Hadrien; Saracco, Jérôme
3
2022
Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models. Zbl 1486.62141
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine
13
2021
ExpectHill estimation, extreme risk and heavy tails. Zbl 1464.62279
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles
9
2021
On the estimation of the variability in the distribution tail. Zbl 1478.62107
Gardes, Laurent; Girard, Stéphane
3
2021
Extreme \(L^p\) -quantile kernel regression. Zbl 07645402
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine
1
2021
Tail expectile process and risk assessment. Zbl 1441.62263
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles
27
2020
Sub-Weibull distributions: generalizing sub-Gaussian and sub-exponential properties to heavier tailed distributions. Zbl 07851202
Vladimirova, Mariia; Girard, Stéphane; Nguyen, Hien; Arbel, Julyan
8
2020
Beyond tail median and conditional tail expectation: extreme risk estimation using tail \(L^p\)-optimization. Zbl 1454.62143
Gardes, Laurent; Girard, Stéphane; Stupfler, Gilles
5
2020
Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model. Zbl 1460.62065
Ahmad, Aboubacrène Ag; Deme, El Hadji; Diop, Aliou; Girard, Stéphane; Usseglio-Carleve, Antoine
5
2020
Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization. Zbl 1442.62106
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles
23
2019
Dependence properties and Bayesian inference for asymmetric multivariate copulas. Zbl 1428.62253
Arbel, Julyan; Crispino, Marta; Girard, Stéphane
1
2019
Estimation of tail risk based on extreme expectiles. Zbl 1383.62235
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles
56
2018
Kernel estimation of extreme regression risk measures. Zbl 1388.62141
El Methni, Jonathan; Gardes, Laurent; Girard, Stéphane
5
2018
Extreme-value-theoretic estimation of local intrinsic dimensionality. Zbl 1428.60071
Amsaleg, Laurent; Chelly, Oussama; Furon, Teddy; Girard, Stéphane; Houle, Michael E.; Kawarabayashi, Ken-ichi; Nett, Michael
4
2018
Transformation of a copula using the associated co-copula. Zbl 1434.62081
Girard, Stéphane
1
2018
Intriguing properties of extreme geometric quantiles. Zbl 1369.62113
Girard, Stéphane; Stupfler, Gilles
11
2017
Student sliced inverse regression. Zbl 1464.62047
Chiancone, Alessandro; Forbes, Florence; Girard, Stéphane
7
2017
Collaborative sliced inverse regression. Zbl 1462.62053
Chiancone, Alessandro; Girard, Stéphane; Chanussot, Jocelyn
1
2017
Marshall-Olkin type copulas generated by a global shock. Zbl 1328.62305
Durante, Fabrizio; Girard, Stéphane; Mazo, Gildas
12
2016
Weak properties and robustness of t-Hill estimators. Zbl 1354.62002
Jordanova, Pavlina; Fabián, Zdeněk; Hermann, Philipp; Střelec, Luboš; Rivera, Andrés; Girard, Stéphane; Torres, Sebastián; Stehlík, Milan
12
2016
On the estimation of the functional Weibull tail-coefficient. Zbl 1334.62094
Gardes, Laurent; Girard, Stéphane
7
2016
A flexible and tractable class of one-factor copulas. Zbl 1505.62281
Mazo, Gildas; Girard, Stéphane; Forbes, Florence
6
2016
Extreme geometric quantiles in a multivariate regular variation framework. Zbl 1328.62306
Girard, Stéphane; Stupfler, Gilles
13
2015
Copulas based on Marshall-Olkin machinery. Zbl 1365.62188
Durante, Fabrizio; Girard, Stéphane; Mazo, Gildas
12
2015
A class of multivariate copulas based on products of bivariate copulas. Zbl 1329.62271
Mazo, Gildas; Girard, Stéphane; Forbes, Florence
9
2015
Kernel discriminant analysis and clustering with parsimonious Gaussian process models. Zbl 1331.62302
Bouveyron, C.; Fauvel, M.; Girard, S.
6
2015
Nonparametric estimation of the conditional tail copula. Zbl 1329.62166
Gardes, Laurent; Girard, Stéphane
6
2015
Reduced-bias estimator of the conditional tail expectation of heavy-tailed distributions. Zbl 1320.62068
Deme, El Hadji; Girard, Stéphane; Guillou, Armelle
6
2015
Weighted least-squares inference for multivariate copulas based on dependence coefficients. Zbl 1392.62157
Mazo, Gildas; Girard, Stéphane; Forbes, Florence
5
2015
On the strong consistency of the kernel estimator of extreme conditional quantiles. Zbl 1331.62228
Girard, Stéphane; Louhichi, Sana
3
2015
Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions. Zbl 1305.62199
El Methni, Jonathan; Gardes, Laurent; Girard, Stéphane
23
2014
A new sliced inverse regression method for multivariate response. Zbl 1506.62049
Coudret, R.; Girard, S.; Saracco, J.
9
2014
A sliced inverse regression approach for data stream. Zbl 1306.65040
Chavent, Marie; Girard, Stéphane; Kuentz-Simonet, Vanessa; Liquet, Benoit; Nguyen, Thi Mong Ngoc; Saracco, Jérôme
7
2014
Uniform strong consistency of a frontier estimator using kernel regression on high order moments. Zbl 1310.62046
Girard, Stéphane; Guillou, Armelle; Stupfler, Gilles
2
2014
\(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative. Zbl 1327.93372
Nazin, A. V.; Girard, S.
1
2014
A \(\Gamma\)-moment approach to monotonic boundary estimation. Zbl 1293.62110
Daouia, Abdelaati; Girard, Stéphane; Guillou, Armelle
1
2014
On kernel smoothing for extremal quantile regression. Zbl 1281.62097
Daouia, Abdelaati; Gardes, Laurent; Girard, Stéphane
68
2013
On the estimation of the second order parameter for heavy-tailed distributions. Zbl 1314.62117
Deme, El Hadji; Gardes, Laurent; Girard, Stéphane
11
2013
Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions. Zbl 1284.62211
Deme, El Hadji; Girard, Stéphane; Guillou, Armelle
10
2013
Frontier estimation with kernel regression on high order moments. Zbl 1277.62111
Girard, Stéphane; Guillou, Armelle; Stupfler, Gilles
6
2013
Extreme quantile estimation for Weibull-tail distributions: an overview. (Estimation de quantiles extrêmes pour les lois à queue de type Weibull: une synthése bibliographique.) Zbl 1316.62064
Gardes, Laurent; Girard, Stéphane
1
2013
Functional kernel estimators of large conditional quantiles. Zbl 1295.62052
Gardes, Laurent; Girard, Stéphane
22
2012
Estimation of extreme quantiles from heavy and light tailed distributions. Zbl 1428.62199
El Methni, Jonathan; Gardes, Laurent; Girard, Stéphane; Guillou, Armelle
9
2012
Estimating an endpoint with high-order moments. Zbl 1284.62298
Girard, Stéphane; Guillou, Armelle; Stupfler, Gilles
6
2012
Estimating an endpoint with high order moments in the Weibull domain of attraction. Zbl 1471.62354
Girard, Stéphane; Guillou, Armelle; Stupfler, Gilles
3
2012
Kernel estimators of extreme level curves. Zbl 1367.62159
Daouia, Abdelaati; Gardes, Laurent; Girard, Stéphane; Lekina, Alexandre
60
2011
Weibull tail-distributions revisited: A new look at some tail estimators. Zbl 1197.62049
Gardes, Laurent; Girard, Stéphane; Guillou, Armelle
14
2011
Spatial extreme quantile estimation using a weighted log-likelihood approach. Zbl 1316.62062
Carreau, Julie; Girard, Stéphane
1
2011
Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels. Zbl 1238.62136
Gardes, Laurent; Girard, Stéphane
42
2010
Functional nonparametric estimation of conditional extreme quantiles. Zbl 1178.62055
Gardes, Laurent; Girard, Stéphane; Lekina, Alexandre
29
2010
A new extension of bivariate FGM copulas. Zbl 1433.62129
Amblard, Cécile; Girard, Stéphane
32
2009
Robust supervised classification with mixture models: learning from data with uncertain labels. Zbl 1175.68313
Bouveyron, Charles; Girard, Stéphane
10
2009
A moving window approach for nonparametric estimation of the conditional tail index. Zbl 1151.62040
Gardes, Laurent; Girard, Stéphane
32
2008
Bias-reduced estimators of the Weibull tail-coefficient. Zbl 1196.62052
Diebolt, Jean; Gardes, Laurent; Girard, Stéphane; Guillou, Armelle
22
2008
Estimation of the Weibull tail-coefficient with linear combination of upper order statistics. Zbl 1133.62035
Gardes, Laurent; Girard, Stéphane
18
2008
Frontier estimation via kernel regression on high power-transformed data. Zbl 1206.62070
Girard, Stéphane; Jacob, Pierre
16
2008
Bias-reduced extreme quantile estimators of Weibull tail-distributions. Zbl 1250.62024
Diebolt, Jean; Gardes, Laurent; Girard, Stéphane; Guillou, Armelle
12
2008
A note on sliced inverse regression with regularizations. Zbl 1145.62351
Bernard-Michel, C.; Gardes, L.; Girard, S.
7
2008
Smoothed extreme value estimators of non-uniform point processes boundaries with application to star-shaped supports estimation. Zbl 1135.62038
Girard, Stéphane; Menneteau, Ludovic
2
2008
High-dimensional data clustering. Zbl 1452.62433
Bouveyron, C.; Girard, S.; Schmid, C.
86
2007
High-dimensional discriminant analysis. Zbl 1128.62072
Bouveyron, Charles; Girard, Stéphane; Schmid, Cordelia
17
2007
Comparison of Weibull tail-coefficient estimators. Zbl 1141.62341
Gardes, Laurent; Girard, Stéphane
20
2006
Asymptotic normality of the \(L_1\)-error of a boundary estimator. Zbl 1096.62048
Geffroy, Jean; Girard, Stéphane; Jacob, Pierre
1
2006
Estimating extreme quantiles of Weibull tail distributions. Zbl 1073.62046
Gardes, Laurent; Girard, Stéphane
19
2005
Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling. Zbl 1091.62009
Diebolt, Jean; El-Aroui, Mhamed-Ali; Garrido, Myriam; Girard, Stéphane
15
2005
Central limit theorems for smoothed extreme value estimates of Poisson point processes boundaries. Zbl 1094.60039
Girard, Stéphane; Menneteau, Ludovic
11
2005
\(L_1\)-optimal nonparametric frontier estimation via linear programming. Zbl 1267.62048
Girard, S.; Iouditski, A.; Nazin, A. V.
5
2005
Some linear programming methods for frontier estimation. Zbl 1090.62034
Bouchard, G.; Girard, S.; Iouditski, A.; Nazin, A.
2
2005
Auto-associative models and generalized principal component analysis. Zbl 1087.62075
Girard, Stéphane; Iovleff, Serge
1
2005
Asymptotic distribution of a Pickands-type estimator of the extreme-value index. Zbl 1065.62018
Gardes, Laurent; Girard, Stéphane
1
2005
A Hill type estimator of the Weibull tail-coefficient. Zbl 1066.62052
Girard, Stéphane
29
2004
Extreme values and kernel estimates of point processes boundaries. Zbl 1154.60330
Girard, Stéphane; Jacob, Pierre
14
2004
Sliced inverse regression in reference curves estimation. Zbl 1429.62138
Gannoun, Ali; Girard, Stéphane; Guinot, Christiane; Saracco, Jérôme
10
2004
Nonparametric frontier estimation by linear programming. Zbl 1062.62057
Bouchard, G.; Girard, S.; Iouditski, A. B.; Nazin, A. V.
3
2004
On the asymptotic normality of the \(L_1\)-error for Haar series estimates of Poisson point processes boundaries. Zbl 1116.60334
Girard, Stéphane
1
2004
Extreme values and Haar series estimates of point processes boundaries. Zbl 1053.62093
Girard, Stéphane; Jacob, Pierre
11
2003
Projection estimates of point processes boundaries. Zbl 1023.62098
Girard, Stéphane; Jacob, Pierre
11
2003
A note on the asymptotic normality of the ET method for extreme quantile estimation. Zbl 1116.62316
Diebolt, Jean; Girard, Stéphane
3
2003
Asymptotic normality of the ET method – application to the ET test. Zbl 1037.62043
Diebolt, Jean; Garrido, Myriam; Girard, Stéphane
1
2003
Symmetry and dependence properties within a semiparametric family of bivariate copulas. Zbl 1019.62046
Amblard, Cécile; Girard, Stéphane
42
2002
A semiparametric family of symmetric bivariate copulas. (Une famille semi-paramétrique de copules symétriques bivariées.) Zbl 1012.60015
Amblard, Cécile; Girard, Stéphane
4
2001
A nonlinear PCA based on manifold approximation. Zbl 0976.62056
Girard, Stéphane
8
2000
Consistency of the ET method and smooth variations. Zbl 0934.62048
Girard, Stéphane; Diebolt, Jean
5
1999
Position of principal component analysis among auto-associative composite models. Zbl 0910.68054
Girard, Stéphane; Chalmond, Bernard; Dinten, Jean-Marc
1
1998
all top 5

Cited by 779 Authors

72 Girard, Stéphane
35 Guillou, Armelle
28 Stupfler, Gilles
26 Gardes, Laurent
25 Goegebeur, Yuri
17 McNicholas, Paul D.
15 Bouveyron, Charles
15 Daouia, Abdelaati
12 Browne, Ryan P.
12 Durante, Fabrizio
12 Usseglio-Carleve, Antoine
8 Forbes, Florence
8 Omladič, Matjaž
7 Mesiar, Radko
7 Saracco, Jérôme
6 Caeiro, Frederico
6 Deme, El Hadji
6 Diop, Aliou
6 Leal de Carvalho Gomes, Maria Ivette
6 Laksaci, Ali
6 Qin, Jing
6 Rodionov, Igor’ Vladimirovich
6 Saminger-Platz, Susanne
5 Arbel, Julyan
5 Barakat, Haroon Mohamed
5 Beirlant, Jan
5 Biernacki, Christophe
5 Chesneau, Christophe
5 de Wet, Tertius
5 Diebolt, Jean
5 El Methni, Jonathan
5 Hall, Peter Gavin
5 Hashorva, Enkelejd
5 He, Fengyang
5 Jacques, Julien
5 Klement, Erich Peter
5 Kolesárová, Anna
5 Li, Deyuan
5 Úbeda-Flores, Manuel
5 Viroli, Cinzia
5 Wang, Huixia Judy
5 Yoshida, Takuma
4 Alawady, Metwally Alsayed
4 Andrews, Jeffrey L.
4 Bouzebda, Salim
4 Di Bernardino, Elena
4 Dupuy, Jean-François
4 Fabián, Zdeněk
4 Kim, Nam-Hwui
4 Košir, Tomaž
4 Ma, Yaolan
4 Mazo, Gildas
4 Montanari, Angela
4 Murphy, Thomas Brendan
4 Osmann, Michael
4 Padoan, Simone A.
4 Peng, Zuoxiang
4 Rullière, Didier
4 Šeliga, Adam
4 Subedi, Sanjeena
4 Tong, Tiejun
4 Worms, Rym
4 Yang, Fan
4 Zhou, Chen
3 Allouche, Michaël
3 Amini-Dehak, Mohammad
3 Aujol, Jean-François
3 Cappozzo, Andrea
3 Chen, Yu
3 Cheng, Yebin
3 Cuadras, Carles M.
3 Dierckx, Goedele
3 Dijoux, Yann
3 Dong, Yuexiao
3 Escobar-Bach, Mikael
3 Fauvel, Mathieu
3 Gijbels, Irène
3 Hertrich, Johannes
3 Ho, Nguyen Khanh Le
3 Huang, Wei
3 Jordanova, Pavlina Kalcheva
3 Kokol-Bukovšek, Damjana
3 Laloë, Thomas
3 Latouche, Pierre
3 Mailhot, Mélina
3 Mao, Tiantian
3 Maume-Deschamps, Véronique
3 Menneteau, Ludovic
3 Nguyen, Hien Duy
3 Paindaveine, Davy
3 Pathak, Ashok Kumar
3 Rodríguez Lallena, José Antonio
3 Selk, Leonie
3 Sharp, Alex
3 Soulier, Philippe
3 Stehlík, Milan
3 Susam, Selim Orhun
3 Vichi, Maurizio
3 Worms, Julien
3 Xiong, Shengwu
...and 679 more Authors
all top 5

Cited in 127 Serials

35 Journal of Multivariate Analysis
31 Extremes
29 Computational Statistics and Data Analysis
25 Journal of Statistical Planning and Inference
25 Statistics and Computing
24 Communications in Statistics. Theory and Methods
17 Insurance Mathematics & Economics
17 Advances in Data Analysis and Classification. ADAC
14 Statistics & Probability Letters
12 Bernoulli
12 Electronic Journal of Statistics
11 Scandinavian Journal of Statistics
10 Fuzzy Sets and Systems
9 Statistics
8 The Annals of Statistics
8 Journal of Econometrics
8 Dependence Modeling
7 Information Sciences
7 Journal of Classification
7 Journal of Statistical Theory and Practice
6 The Canadian Journal of Statistics
6 Metrika
6 Annals of the Institute of Statistical Mathematics
6 Journal of the American Statistical Association
6 Journal of Computational and Applied Mathematics
6 Test
6 ASTIN Bulletin
6 Stat
5 Journal of Statistical Computation and Simulation
5 Pattern Recognition
5 Statistical Papers
4 Computational Statistics
3 Econometric Reviews
3 International Journal of Approximate Reasoning
3 Communications in Statistics. Simulation and Computation
3 Mathematical Methods of Statistics
3 Statistica Sinica
3 Journal of Nonparametric Statistics
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Journal of Applied Statistics
3 Methodology and Computing in Applied Probability
3 Scandinavian Actuarial Journal
3 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 Journal of the Korean Statistical Society
3 The Annals of Applied Statistics
3 Afrika Statistika
3 Statistics & Risk Modeling
2 Journal of Mathematical Analysis and Applications
2 Lithuanian Mathematical Journal
2 Theory of Probability and its Applications
2 Applied Mathematics and Computation
2 Biometrics
2 Statistica
2 Stochastic Analysis and Applications
2 Applied Mathematical Modelling
2 Automation and Remote Control
2 European Journal of Operational Research
2 Journal of Mathematical Sciences (New York)
2 Doklady Mathematics
2 Australian & New Zealand Journal of Statistics
2 Far East Journal of Theoretical Statistics
2 Econometric Theory
2 Applied Stochastic Models in Business and Industry
2 Brazilian Journal of Probability and Statistics
2 Journal of Machine Learning Research (JMLR)
2 Computational Management Science
2 Statistical Methods and Applications
2 Inverse Problems and Imaging
2 AStA. Advances in Statistical Analysis
2 SIAM Journal on Imaging Sciences
2 Statistics Surveys
2 Journal of Computational and Graphical Statistics
2 Sankhyā. Series A
1 Advances in Applied Probability
1 Artificial Intelligence
1 Inverse Problems
1 Mathematical Methods in the Applied Sciences
1 Problems of Information Transmission
1 International Statistical Review
1 Journal of Applied Probability
1 Kybernetika
1 Metron
1 Results in Mathematics
1 Journal of Time Series Analysis
1 Revista Colombiana de Estadística
1 Bulletin of the Iranian Mathematical Society
1 Statistical Science
1 Annals of Operations Research
1 Neural Computation
1 Applications of Mathematics
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Foundations of Computing and Decision Sciences
1 SIAM Journal on Optimization
1 Applicationes Mathematicae
1 ETNA. Electronic Transactions on Numerical Analysis
1 Mathematical Problems in Engineering
1 Data Mining and Knowledge Discovery
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Discrete Dynamics in Nature and Society
...and 27 more Serials

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