@inproceedings{allouche:hal-03268702, TITLE = {{On the approximation of extreme quantiles with neural networks}}, AUTHOR = {Allouche, Micha{\"e}l and Girard, St{\'e}phane and Gobet, Emmanuel}, URL = {https://inria.hal.science/hal-03268702}, BOOKTITLE = {{SFdS 2021 - 52{\`e}mes Journ{\'e}es de Statistique de la Soci{\'e}t{\'e} Fran{\c c}aise de Statistique}}, ADDRESS = {Nice, France}, PAGES = {1-5}, YEAR = {2021}, MONTH = Jun, KEYWORDS = {Extreme value theory ; neural networks ; generative models ; Th{\'e}orie des valeurs extr{\^e}mes ; r{\'e}seau de neurones ; mod{\`e}le g{\'e}n{\'e}ratif}, PDF = {https://inria.hal.science/hal-03268702/file/book_jds2021_michael.pdf}, HAL_ID = {hal-03268702}, HAL_VERSION = {v1}, }