1 citations · 1 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.ST2016★ 1 cited
On the bracketing entropy condition and generalized empirical measures
Davit Varron
We prove a Donsker and a Glivenko--Cantelli theorem for sequences of random discrete measures generalizing empirical measures. Those two results hold under standard conditions upon…