Gilles Stupfler

Finance · 2014–2019

A researcher in the Science corpus: 4 papers; trusts 33 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 65 citations into it; #7,987 of 10,518 by trust here, #8,598 by citations
• Economics and Econometrics — 35 citations into it; #20,513 of 23,481 by trust here, #22,128 by citations
• Management Science and Operations Research — 33 citations into it
• Statistics and Probability — 26 citations into it
• Global and Planetary Change — 11 citations into it
• Demography — 9 citations into it; #3,487 of 4,236 by trust here, #3,835 by citations
• Artificial Intelligence — 5 citations into it

Whom Gilles Stupfler trusts overall

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

1. Laurent Gardes
2. Laurens de Haan
3. A. C. Davison
4. Stéphane Girard
5. Jan Beirlant
6. V. Chavez‐Demoulin
7. Peter Hall
8. Yuri Goegebeur
9. Abdelaati Daouia
10. Hansheng Wang

Who trusts Gilles Stupfler overall

1. Abdelaati Daouia

Papers from Gilles Stupfler's perspective

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

1. Nonparametric Analysis of Temporal Trend When Fitting Parametric Models to Extreme­Value Data
2. Local likelihood smoothing of sample extremes
3. Extreme value theory : an introduction
4. Tail Index Regression
5. A moving window approach for nonparametric estimation of the conditional tail index
6. Generalized additive modelling of sample extremes
7. Statistics of Extremes: Theory and Applications (Technometrics)
8. Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
9. Premium Calculation by Transforming the Layer Premium Density
10. Basic properties of strong mixing conditions. A survey and some open questions

Their papers

• Estimation of tail risk based on extreme expectiles (2016) — 159 citations
• Extreme M-quantiles as risk measures: From $L^{1}$ to $L^{p}$ optimization (2019) — 56 citations
• Estimation of the conditional tail index using a smoothed local Hill estimator (2014) — 51 citations
• Extremiles: A New Perspective on Asymmetric Least Squares (2018) — 56 citations