@phdthesis{ahmad:tel-02941714, TITLE = {{Mod{\'e}lisation semi-param{\'e}trique des extr{\^e}mes conditionnels}}, AUTHOR = {Ahmad, Aboubacr{\`e}ne Ag}, URL = {https://inria.hal.science/tel-02941714}, SCHOOL = {{Universit{\'e} Gaston Berger de Saint-Louis (S{\'e}n{\'e}gal)}}, YEAR = {2020}, MONTH = Sep, KEYWORDS = {tail- index ; conditional quantile ; heavy-tailed distributions. ; Extreme values ; semi-parametric estimation ; location and scale functions ; tail- index ; Valeurs extr{\^e}mes ; estimation semi-param{\'e}trique ; fonctions de position et d'{\'e}chelle ; indice de queue ; quantiles conditionnels ; distributions {\`a} queue lourde. ; Valeurs extr{\^e}mes}, TYPE = {Theses}, PDF = {https://inria.hal.science/tel-02941714/file/Th%C3%A8se.pdf}, HAL_ID = {tel-02941714}, HAL_VERSION = {v1}, }