Antoine Schorgen

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it; #8,149 of 10,518 by trust here, #10,047 by citations
• Statistics and Probability — 10 citations into it; #10,219 of 12,932 by trust here, #12,077 by citations
• Global and Planetary Change — 9 citations into it

Whom Antoine Schorgen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Laurent Gardes
2. A. C. Davison
3. Stéphane Girard
4. Jan Beirlant
5. V. Chavez‐Demoulin
6. Frederico Caeiro

Who trusts Antoine Schorgen overall

1. Laurent Gardes

Papers from Antoine Schorgen's perspective

Ordered by how strongly the researchers Antoine Schorgen trusts endorse each paper. Same corpus, a different order for every researcher.

1. A new class of semi-parametric estimators of the second order parameter.
2. Tail Index Regression
3. Local likelihood smoothing of sample extremes
4. Statistical Inference Using Extreme Order Statistics
5. Local polynomial maximum likelihood estimation for Pareto-type distributions
6. A moving window approach for nonparametric estimation of the conditional tail index
7. Extreme value theory : an introduction
8. Generalized additive modelling of sample extremes
9. Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
10. Reduced-Bias Tail Index Estimators Under a Third-Order Framework

Their papers

• Nonparametric regression estimation of conditional tails: the random covariate case (2014) — 60 citations