Olivier Perrin, “A simple calculus of sums of powers”, TSE Working Paper, n. 24-1548, June 2024.
Marc Arnaudon, Koléhè Coulibaly-Pasquier, and Laurent Miclo, “On the separation cut-off phenomenon for Brownian motions on high dimensional spheres”, Bernoulli, vol. 30, n. 2, May 2024, pp. 1007–1028.
Abdelaati Daouia, and Gilles Stupfler, “Extremile Regression”, Wiley StatsRef: Statistics Reference Online, n. 24-1546, May 2024, forthcoming.
Abdelaati Daouia, and Gilles Stupfler, “Extremile Regression”, TSE Working Paper, n. 24-1546, May 2024.
Jérôme Bolte, Laurent Miclo, and Stéphane Villeneuve, “Swarm gradient dynamics for global optimization: the mean-field limit case”, Mathematical Programming, vol. 205, May 2024, p. 661–701.
Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Optimal weighted pooling for inference about the tail index and extreme quantiles”, Bernoulli, vol. 30, n. 2, May 2024, pp. 1287–1312.
Olivier Faugeras, and Gilles Pages, “Risk quantization by magnitude and propensity”, Insurance: Mathematics and Economics, vol. 116, May 2024, pp. 134–147.
Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Extreme expectile estimation for short-tailed data”, Journal of Econometrics, vol. 241, n. 2, April 2024.
Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “An expectile computation cookbook”, Statistics and Computing, vol. 34, n. 103, March 2024.
