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SIMERG(2)E publications

Selected publications of the partners (before Simerge)

- S.A. Ould-Albi, S. Dabo-Niang, A. Diop, and A. Ould Abdi. Consistency of a nonparametric conditional quantile estimator for random fields. Mathematical Methods of Statistics, 19(1), 1--21, 2010.

- S.A. Ould-Albi, S. Dabo-Niang, A. Diop, and A. Ould Abdi. Asymptotic normality of a nonparametric conditional quantile estimator for random fields. Advances in Decision Sciences, 2011 (35 pages), Article ID 462157, doi:10.1155/2011/462157.

- E. Deme, L. Gardes and S. Girard. On the estimation of the second order parameter for heavy-tailed distributions, REVSTAT - Statistical Journal, 11, 277--299, 2013.

- E. Deme, S. Girard and A. Guillou. Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions, Insurance: Mathematics and Economics, 52, 550--559, 2013.

- S. Dabo-Niang, S.A. Ould-Albi, A. Abdi and A. Diop. Consistency of a nonparametric conditional mode estimator for random fields. Statistical Methods and Application, 2014, doi:10.1007/s10260-013-0239-2.

- P. Ndao, A. Diop and J.-F. Dupuy. Nonparametric estimation of the conditional tail and extreme quantiles under random censoring. Computational Statistics and Data Analysis, 79, 63--79, 2014.

Joint publications of the partners (during Simerge)

- E. Deme, A. Guillou and S. Girard. Reduced-biased estimators of the Conditional Tail Expectation for heavy-tailed distributions. In M. Hallin et al, editors, Mathematical Statistics and Limit Theorems, pages 105--123, Springer, 2015 [Associated technical report: pdf].

- S. Sylla, S. Girard, A. Diongue, A. Diallo and C. Sokhna. A supervised binary model-based classification method combining similarity measures and mixture models, Dependence Modeling, 3, 240--255, 2016 [Associated technical report: pdf].

- P. Ndao, A. Diop, and J.-F. Dupuy. Nonparametric estimation of the conditional extreme-value index with random covariates and censoring, Journal of Statistical Planning and Inference, 168, 20--37, 2016. [Associated technical report: pdf].

- A. Chiancone, S. Girard and J. Chanussot. Collaborative Sliced Inverse Regression, Communications in Statistics - Theory and Methods, 46, 6035--6053, 2017 [Associated technical report: pdf].

- S. Diouf, A. Diop and E. Deme. On the extremes of a class of nonstationary processes with heavy tailed innovations, Discussiones Mathematicae: Probability & Statistics, 37, 165--179, 2017, [pdf].

- A. Chiancone, F. Forbes and S. Girard. Student Sliced Inverse Regression, Computational Statistics and Data Analysis, 113, 441--456, 2017 [Associated technical report: pdf].

Selected communications of the partners (before Simerge)

- E. Deme, L. Gardes and S. Girard. Estimation of the second order parameter for heavy-tailed distributions, 6th International Conference of the ERCIM WG on Computing and Statistics, London, UK, 2013.

- E. Deme, S. Girard and A. Guillou. Reduced-biased estimators of the Conditional Tail Expectation for heavy-tailed distributions, Mathematical Statistics and Limit Theorems, Conference in honor of Prof. Paul Deheuvels, Paris, 2013.

- P. Ndao, A. Diop, and J.-F. Dupuy. Estimation non-paramétrique des quantiles extrêmes conditionnels en présence de censure. Statistique Appliquée pour le Développement en Afrique (SADA), Cotonou, Bénin, 2013.

- P. Ndao, A. Diop, and J.-F. Dupuy. Estimating conditional extreme quantiles under random censoring. 29th International Worshop on Statistical Modelling, Göttingen, Allemagne, 2014.

- S. Sylla, S. Girard, A. Diongue, A. Diallo and C. Sokhna. Classification supervisée par modèle de mélange: Application aux diagnostics par autopsie verbale, 46èmes Journées de Statistique organisées par la Société Française de Statistique, Rennes, 2014.

Joint communications of the partners (during Simerge)

- A. Bassene, S. Dabo-Niang and A. Diop. Conditional tail index estimation for random fields, 47èmes Journées de Statistique organisées par la Société Française de Statistique, Lille, 2015.

- S. Sylla, S. Girard, A. Diongue, A. Diallo and C. Sokhna. Classification de données binaires via l'introduction de mesures de similarités dans les modèles de mélange, 47èmes Journées de Statistique organisées par la Société Française de Statistique, Lille, 2015.

- C. Albert, A. Dutfoy and S. Girard. Encadrement de l'erreur asymptotique d'estimation des quantiles extrêmes, 48èmes Journées de Statistique organisées par la Société Française de Statistique, Montpellier, 2016.

- F. Forbes, A. Chiancone and S. Girard. Student sliced inverse regression, 9th International Conference of the ERCIM WG on Computing and Statistics, Seville, Spain, 2016.

- S. Sylla, S. Girard, A. Diongue, A. Diallo and C. Sokhna. Hierarchical kernel applied to mixture model for the classification of binary predictors, 61st ISI World Statistics Congress, Marrakech, Maroc, 2017.

- C. Albert, A. Dutfoy and S. Girard. Etude de l'erreur relative d'approximation des quantiles extrêmes, 49èmes Journées de Statistique organisées par la Société Française de Statistique, Avignon, 2017.

- C. Albert, A. Dutfoy and S. Girard. On the extrapolation limits of extreme-value theory for risk management, 10th International Conference on Mathematical Methods in Reliability, Grenoble, 2017.

- C. Albert, A. Dutfoy and S. Girard. On the relative approximation error of extreme quantiles by the block maxima method, 10th International Conference on Extreme Value Analysis, Delft, Netherlands, 2017.

- C. Albert, A. Dutfoy and S. Girard. Extrapolation limits of extreme-value methods for return-levels estimation, EGU General Assembly, Vienna, Austria, 2018.

- C. Albert, A. Dutfoy, L. Gardes and S. Girard. Un nouvel estimateur des quantiles extrêmes basé sur le modèle log Weibull-tail généralisé, 50èmes Journées de Statistique organisées par la Société Française de Statistique, Saclay, 2018.

- A. Ahmad, E. Deme, A. Diop and S. Girard. A new location-scale model for conditional heavy-tailed distributions, 2nd Italian-French Statistics Seminar, Grenoble, 2018.

- S. Iovleff and S. Sylla. "Blockcluster" and "Simerge": Two R packages for Latent Block Models and Latent Block Models with co-variables implemented in C++, Mixture models: Theory and applications, Paris, 2018. [pdf].

Working papers

- A. Bassene, S. Dabo-Niang, A. Diop and B. Thiam. Conditional tail index estimation for random fields: fixed design case, 2017. [pdf]

- S. Dabo-Niang, A. Bassene, A. Diop and B. Thiam. Kernel estimation of conditional tail index and quantile estimation for random fields, 2017. [pdf]

- S. Dabo-Niang, A. Diop, A. Bassene and B. Thiam. A note on conditional tail index estimation for random fields, 2017. [pdf]

- E. Deme and S. Girard. Nonparametric estimation of functional risk measures for some excess of loss with a high retention level from conditional heavy-tailed distributions, 2017.

- E. Deme, S. Girard and A. Necir. Goodness-of-fit tests to heavy-tailed distributions of random right-truncated data, 2017.

- C. Albert, A. Dutfoy and S. Girard. Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles, 2018. [pdf].

- C. Albert, A. Dutfoy, L. Gardes and S. Girard. An extreme quantile estimator for the log-generalized Weibull-tail model, 2018. [pdf].

- S. Iovleff, S. Sylla and C. Loucoubar. Co-clustering binary data using covariates, 2018. [pdf].