M. Allouche, J. El-methni & S. Girard,
"Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions",
pdf,
code.
J. Arbel, S.Girard & H. Lorenzo,
"Shrinkage for Extreme Partial Least Squares",
pdf,
code.
S. Girard, T. Opitz & A. Usseglio-Carleve.
"ANOVEX: ANalysis of Variability for heavy-tailed EXtremes",
pdf.
M. Allouche, S. Girard & E. Gobet,
"Learning out-of-sample Expected Shortfall and Conditional Tail Moments with neural networks. Application to cryptocurrency data",
pdf.
M. Allouche, S. Girard & E. Gobet,
"On the simulation of extreme events with neural networks",
pdf.
T. Rahier, S. Marié, S. Girard & F. Forbes,
"Fast Bayesian network structure learning using quasi-determinism screening",
pdf.
C. Amblard, S. Girard & L. Menneteau,
"Bivariate copulas defined from matrices",
pdf.