7 citations · 7 across the 3 of their papers we have counts for
3 papers
math.ST2020
Extreme quantile regression in a proportional tail framework
Benjamin Bobbia, Clément Dombry, Davit Varron
We revisit the model of heteroscedastic extremes initially introduced by Einmahl et al. (JRSSB, 2016) to describe the evolution of a non stationary sequence whose extremes evolve o…
math.ST2019
The coupling method in extreme value theory
Benjamin Bobbia, Clément Dombry, Davit Varron
A coupling method is developed for univariate extreme value theory , providing an alternative to the use of the tail empirical/quantile processes. Emphasizing the Peak-over-Thresho…
math.ST2008★ 7 cited
A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process
Davit Varron
Consider the following local empirical process indexed by , for fixed and : $$G_n(K,h,z):=\sum_{i=1}^n K \Bigl(\frac{Z_i-z}{h^{1/d}}\Big)…