@unpublished{girard:hal-02311609, TITLE = {{An $Lp$ --quantile methodology for estimating extreme expectiles}}, AUTHOR = {Girard, St{\'e}phane and Stupfler, Gilles and Usseglio-Carleve, Antoine}, URL = {https://inria.hal.science/hal-02311609}, NOTE = {working paper or preprint}, YEAR = {2020}, MONTH = Apr, KEYWORDS = {Extrapolation ; tail index ; $Lp$-quantile estimation ; heavy tails ; extremes}, PDF = {https://inria.hal.science/hal-02311609v3/file/Tail_index_estimator_03_04.pdf}, HAL_ID = {hal-02311609}, HAL_VERSION = {v3}, }