Get started
Author

Antoine Usseglio‐Carleve

Observed names: A. Usseglio-Carleve, Antoine Usseglio-Carleve, Usseglio-Carleve, Antoine
Observed institutions: Lyon 1 Université, Institut polytechnique de Grenoble, Centre National de la Recherche Scientifique, Institut national de recherche en sciences et technologies du numérique, Université d'Avignon et des Pays de Vaucluse, Université de Lyon, Toulouse School of Economics, École Nationale de la Statistique et de l'Analyse de l'Information, Centre Inria de l'Université Grenoble Alpes, Institut Camille Jordan, Centre de Recherche en Économie et Statistique, Laboratoire Jean Kuntzmann, Université de Toulouse, STATIFY: Modèles statistiques bayésiens et des valeurs extrêmes pour données structurées et de grande dimension, Université Toulouse Capitole, Toulouse School of Economics Research, Laboratoire de Mathématiques d'Avignon, Université de Rennes, Université Grenoble Alpes
ORCID: 0000-0002-8148-3758
Observed ORCID: 0000-0002-8148-3758
OpenAlex ID: A5009454670
Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
2021 · Stéphane Girard, Gilles Stupfler, et al. · The Annals of Statistics · 42
PDF
Nonparametric extreme conditional expectile estimation
2020 · Stéphane Girard, Gilles Stupfler, et al. · Scandinavian Journal of Statistics · 24
On automatic bias reduction for extreme expectile estimation
2022 · Stéphane Girard, Gilles Stupfler, et al. · Statistics and Computing · 15
PDF
Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors
2018 · Antoine Usseglio-Carleve · Electronic Journal of Statistics · 14
PDF
Inference for extremal regression with dependent heavy-tailed data
2023 · Abdelaati Daouia, Gilles Stupfler, et al. · The Annals of Statistics · 13
PDF
An expectile computation cookbook
2024 · Abdelaati Daouia, Gilles Stupfler, et al. · Statistics and Computing · 10
PDF
Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model
2020 · Aboubacrène Ag Ahmad, El Hadji Deme, et al. · Electronic Journal of Statistics · 10
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles
2024 · Abdelaati Daouia, Gilles Stupfler, et al. · Statistics and Computing · 9
Extreme value modelling of SARS-CoV-2 community transmission using discrete generalized Pareto distributions
2023 · Abdelaati Daouia, Gilles Stupfler, et al. · Royal Society Open Science · 9
Functional estimation of extreme conditional expectiles
2021 · Stéphane Girard, Gilles Stupfler, et al. · Econometrics and Statistics · 9
PDF
Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles
2022 · Gilles Stupfler, Antoine Usseglio‐Carleve · Canadian Journal of Statistics · 8
PDF
Optimal shrinkage for robust covariance matrix estimators in a small sample size setting
2019 · Ashurbekova, Karina, Usseglio-Carleve, Antoine, et al. · HAL · 8
Quantile predictions for elliptical random fields
2017 · V. Maume-Deschamps, D. Rullière, et al. · Journal of Multivariate Analysis · 7
PDF
Simple sufficient criteria for second-order extended regular variation in the Gumbel domain of attraction: The case of Weibull-tailed distributions
2025 · Gilles Stupfler, Antoine Usseglio-Carleve · Extremes · 3
Multivariate expectile-based distribution: Properties, Bayesian inference, and applications
2022 · Julyan Arbel, Stéphane Girard, et al. · Journal of Statistical Planning and Inference · 3
PDF
Corrected inference about the extreme Expected Shortfall in the general Max-Domain of Attraction
2025 · Abdelaati Daouia, Gilles Stupfler, et al. · Information and Inference A Journal of the IMA · 2
PDF
Efficient Estimation in Extreme Value Regression Models of Hedge Funds Tail risks
2025 · Julien Hambuckers, Marie Kratz, et al. · Journal of Financial Econometrics · 2
Extreme $$L^p$$-quantile Kernel Regression
2021 · Stéphane Girard, Gilles Stupfler, et al. · Springer eBooks · 2
Spatial Expectile Predictions for Elliptical Random Fields
2017 · V. Maume-Deschamps, D. Rullière, et al. · Methodology And Computing In Applied Probability · 2
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes
2024 · Stéphane Girard, Thomas Opitz, et al. · Electronic Journal of Statistics · 1
An $L^p$-quantile methodology for estimating extreme expectiles
2020 · Girard, Stéphane, Stupfler, Gilles, et al. · HAL · 1
Changepoint identification in heavy-tailed distributions
2026 · Stéphane Girard, Thomas Opitz, et al. · Extremes
PDF
Extreme risk measures estimation: A bridge between asymptotic theory and finite-sample inference
2025 · Usseglio-Carleve, Antoine · HAL
Four contemporary problems in extreme value analysis
2025 · El Methni, Jonathan, Girard, Stéphane, et al. · HAL
ANalysis Of Variability for heavy-tailed EXtremes
2024 · Usseglio-Carleve, Antoine, Girard, Stéphane, et al. · HAL
Works count: 47
Citation count: 194
H-index: 9
I10-index: 7
Year
Topic
Type