94 citations · 119 across the 13 of their papers we have counts for
6 papers · 2 filters
Functional kernel estimators of large conditional quantiles
Laurent Gardes, Stéphane Girard
We address the estimation of conditional quantiles when the covariate is functional and when the order of the quantiles converges to one as the sample size increases. In a first ti…
A moving window approach for nonparametric estimation of the conditional tail index
L. Gardes, S. Girard
We present a nonparametric family of estimators for the tail index of a Pareto-type distribution when covariate information is available. Our estimators are based on a weighted sum…
Functional nonparametric estimation of conditional extreme quantiles
L. Gardes, S. Girard, A. Lekina
We address the estimation of quantiles from heavy-tailed distributions when functional covariate information is available and in the case where the order of the quantile converges…
Bias-reduced estimators of the Weibull tail-coefficient
J. Diebolt, L. Gardes, S. Girard +1
In this paper, we consider the problem of the estimation of a Weibull tail-coefficient. In particular, we propose a regression model, from which we derive a bias-reduced estimator.…
Gaussian Regularized Sliced Inverse Regression
C. Bernard-Michel, L. Gardes, S. Girard
Sliced Inverse Regression (SIR) is an effective method for dimension reduction in high-dimensional regression problems. The original method, however, requires the inversion of the…
Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
Laurent Gardes, Stéphane Girard
We present a new family of estimators of the Weibull tail-coefficient. The Weibull tail-coefficient is defined as the regular variation coefficient of the inverse failure rate func…