46 citations · 119 across the 7 of their papers we have counts for
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stat.ME2026
Choosing the threshold in extreme value analysis
Léo R. Belzile, Anthony C. Davison
One of the two dominant approaches for univariate extreme value analysis is to model exceedances above a large threshold, the choice of which has a large impact on inference and wh…
stat.ME2020★ 4 cited
Improved inference on risk measures for univariate extremes
Léo R. Belzile, Anthony C. Davison
We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of…
stat.ME2017★ 46 cited
A Bayesian view of doubly robust causal inference
Olli Saarela, Léo R. Belzile, David A. Stephens
In causal inference confounding may be controlled either through regression adjustment in an outcome model, or through propensity score adjustment or inverse probability of treatme…