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A moving window approach for nonparametric estimation of extreme level curves

Alexandre Lekina 1 Laurent Gardes 1 Stephane Girard 1
1 MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems
Inria Grenoble - Rhône-Alpes, LJK - Laboratoire Jean Kuntzmann, Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology
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https://hal.inria.fr/hal-00847609
Contributor : Brigitte Bidégaray-Fesquet <>
Submitted on : Wednesday, July 24, 2013 - 12:23:26 AM
Last modification on : Tuesday, February 9, 2021 - 3:20:20 PM

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  • HAL Id : hal-00847609, version 1

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Alexandre Lekina, Laurent Gardes, Stephane Girard. A moving window approach for nonparametric estimation of extreme level curves. IFORS 2008 - 18th conference of the International Federation of Operational Research Societies, Jul 2008, Sandton, South Africa. ⟨hal-00847609⟩

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