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, INPG - Institut National Polytechnique de Grenoble
Type de document :
Communication dans un congrès
IFORS 2008 - 18th conference of the International Federation of Operational Research Societies, Jul 2008, Sandton, South Africa. 2008
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https://hal.inria.fr/hal-00847609
Contributeur : Brigitte Bidégaray-Fesquet <>
Soumis le : mercredi 24 juillet 2013 - 00:23:26
Dernière modification le : mercredi 11 avril 2018 - 01:58:45

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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. 2008. 〈hal-00847609〉

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