Frontier estimation with kernel regression on high order moments. - Stéphane Girard; Armelle Guillou; Gilles Stupfler (J. Multivar. Anal., 2013)

Transformations to symmetry based on the probability weighted characteristic function. - Simos G. Meintanis; Gilles Stupfler (Kybernetika, 2015)

Estimating the conditional extreme-value index under random right-censoring. - Gilles Stupfler (J. Multivar. Anal., 2016)

An offspring of multivariate extreme value theory: The max-characteristic function. - Michael Falk; Gilles Stupfler (J. Multivar. Anal., 2017)

On automatic bias reduction for extreme expectile estimation. - Stéphane Girard; Gilles Stupfler; Antoine Usseglio-Carleve (Stat. Comput., 2022)

An expectile computation cookbook. - Abdelaati Daouia; Gilles Stupfler; Antoine Usseglio-Carleve (Stat. Comput., 2024)

Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. - Abdelaati Daouia; Gilles Stupfler; Antoine Usseglio-Carleve (Stat. Comput., 2024)