@article{girard:hal-03117547, TITLE = {{Functional estimation of extreme conditional expectiles}}, AUTHOR = {Girard, St{\'e}phane and Stupfler, Gilles and Usseglio-Carleve, Antoine}, URL = {https://inria.hal.science/hal-03117547}, JOURNAL = {{Econometrics and Statistics }}, PUBLISHER = {{Elsevier}}, VOLUME = {21}, PAGES = {131-158}, YEAR = {2022}, MONTH = Jan, DOI = {10.1016/j.ecosta.2021.05.006}, KEYWORDS = {Conditional tail index ; expectiles ; extrapolation ; extremes ; functional kernel estimator ; heavy tails ; nonparametric estimation}, PDF = {https://inria.hal.science/hal-03117547v2/file/main-hal.pdf}, HAL_ID = {hal-03117547}, HAL_VERSION = {v2}, }