Aboubacrène Ag Ahmad, Hadji Deme, Aliou Diop, Stéphane Girard, Antoine Usseglio-Carleve. Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model.
Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2020, 14 (2), pp.4421--4456.
⟨10.1214/20-EJS1779⟩.
⟨hal-02486937v3⟩