43 results on '"Guillou, Armelle"'
Search Results
2. A Weissman-type estimator of the conditional marginal expected shortfall
3. Nonparametric estimation of conditional marginal excess moments
4. Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
5. Measuring and comparing risks of different types
6. Extreme value estimation of the conditional risk premium in reinsurance
7. Robust nonparametric estimation of the conditional tail dependence coefficient
8. Robust estimation of the Pickands dependence function under random right censoring
9. Extreme quantile estimation for [formula omitted]-mixing time series and applications
10. Inference for asymptotically independent samples of extremes
11. Bias-corrected estimation of stable tail dependence function
12. Estimating the parameters of a seasonal Markov-modulated Poisson process
13. Robust and bias-corrected estimation of the coefficient of tail dependence
14. A [formula omitted]-moment approach to monotonic boundary estimation
15. An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
16. Estimation of the parameters of a Markov-modulated loss process in insurance
17. Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
18. Frontier estimation with kernel regression on high order moments
19. Estimation of extreme quantiles from heavy and light tailed distributions
20. Weibull tail-distributions revisited: A new look at some tail estimators
21. A note of caution when interpreting parameters of the distribution of excesses
22. Improving extreme quantile estimation via a folding procedure
23. Bias-reduced extreme quantile estimators of Weibull tail-distributions
24. A LAN based Neyman smooth test for Pareto distributions
25. Peaks-over-threshold stability of multivariate generalized Pareto distributions
26. Approximation of the distribution of excesses through a generalized probability-weighted moments method
27. Bias correction in hydrologic GPD based extreme value analysis by means of a slowly varying function
28. Asymptotic normality of the extreme quantile estimator based on the POT method
29. Approximation of the distribution of excesses using a generalized probability weighted moment method
30. Extreme quantiles estimation for actuarial applications
31. A new look at probability-weighted moments estimators
32. A new extreme quantile estimator for heavy-tailed distributions
33. Estimating catastrophic quantile levels for heavy-tailed distributions
34. Almost sure convergence of a tail index estimator in the presence of censoring
35. Rates of strong uniform consistency for multivariate kernel density estimators
36. On kernel estimation of the second order rate parameter in multivariate extreme value statistics
37. Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes
38. On consistency of kernel density estimators for randomly censored data: rates holding uniformly over adaptive intervals
39. On the smoothed bootstrap
40. An estimator for the tail index of an integrated conditional Pareto–Weibull-type model
41. Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions
42. Estimating an endpoint with high order moments in the Weibull domain of attraction
43. Special issue on statistics of extremes and applications
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.