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Collection : Genes (Groupe Des Ecoles Nationales D'economie Et Statistique)

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Dissertation/ Thesis

Semi-supervised learning in insurance : fairness and active learning ; Apprentissage semi-supervisé en assurance : équité et apprentissage actif

Authors : Hu, François;

Subjects: Actuarial science; Active learning; Fairness

Source: https://theses.hal.science/tel-03752063 ; Statistics [math.ST]. Institut Polytechnique de Paris, 2022. English. ⟨NNT : 2022IPPAG002⟩.

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An $Lp$ −quantile methodology for estimating extreme expectiles

Authors : Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine ...

Subjects: Extrapolation; tail index; $Lp$-quantile estimation

Source: https://inria.hal.science/hal-02311609 ; 2020.

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Choosing the order of a non parametric estimator by LASSO regression

Authors : Ngounou, Yves; Pommeret, Denys;

Subjects: [STAT]Statistics [stat]

Source: https://hal.science/hal-04463927 ; 2024.

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Academic Journal

Composite bias-reduced Lp−quantile-based estimators of extreme quantiles and expectiles

Authors : Stupfler, Gilles; Usseglio-Carleve, Antoine;

Subjects: Heavy tails; Extremes; Extrapolation

Source: ISSN: 0319-5724 ; Canadian Journal of Statistics ; https://hal.science/hal-03197015 ; Canadian Journal of Statistics, 2023, 51 (2), 10 p. ⟨10.1002/cjs.11703⟩.

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Academic Journal

Composite bias-reduced Lp−quantile-based estimators of extreme quantiles and expectiles

Authors : Stupfler, Gilles; Usseglio-Carleve, Antoine;

Subjects: Heavy tails; Extremes; Extrapolation

Source: ISSN: 0319-5724 ; Canadian Journal of Statistics ; https://hal.science/hal-03197015 ; Canadian Journal of Statistics, 2023, 51 (2), 10 p. ⟨10.1002/cjs.11703⟩.

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