86 results on '"Guillou, Armelle"'
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2. Conditional tail moment and reinsurance premium estimation under random right censoring
3. A Weissman-type estimator of the conditional marginal expected shortfall
4. Nonparametric estimation of conditional marginal excess moments
5. Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
6. Robust estimation of the conditional stable tail dependence function
7. Measuring and comparing risks of different types
8. Reduced-Bias Estimator of the Conditional Tail Expectation of Heavy-Tailed Distributions
9. Conditional marginal expected shortfall
10. Extreme value estimation of the conditional risk premium in reinsurance
11. Robust nonparametric estimation of the conditional tail dependence coefficient
12. Bias correction in conditional multivariate extremes
13. Robust estimation of the Pickands dependence function under random right censoring
14. Local Robust Estimation of Pareto-Type Tails with Random Right Censoring
15. Estimation of extreme conditional quantiles under a general tail-first-order condition
16. Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
17. Local robust estimation of the Pickands dependence function
18. Extreme quantile estimation forβ-mixing time series and applications
19. Inference for asymptotically independent samples of extremes
20. Special issue on statistics of extremes and applications
21. Local Estimation of the Conditional Stable Tail Dependence Function
22. On kernel estimation of the second order rate parameter in multivariate extreme value statistics
23. Bias-corrected and robust estimation of the bivariate stable tail dependence function
24. A local moment type estimator for an extreme quantile in regression with random covariates
25. Estimation of the Marginal Expected Shortfall in the Context of an Infinite Mean Model
26. Bias-corrected estimation of stable tail dependence function
27. Robust and Bias-Corrected Estimation of the Probability of Extreme Failure Sets
28. Estimating the parameters of a seasonal Markov-modulated Poisson process
29. Kernel regression with Weibull-type tails
30. Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
31. An estimator for the tail index of an integrated conditional Pareto–Weibull-type model
32. Extreme Value Theory and Statistics of Univariate Extremes: A Review
33. Robust and bias-corrected estimation of the coefficient of tail dependence
34. A local moment type estimator for the extreme value index in regression with random covariates
35. Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions
36. Robust conditional Weibull-type estimation
37. A Non-Parametric Entropy-Based Approach to Detect Changes in Climate Extremes
38. A -moment approach to monotonic boundary estimation
39. Local robust and asymptotically unbiased estimation of conditional Pareto-type tails
40. A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications
41. Uniform strong consistency of a frontier estimator using kernel regression on high order moments
42. An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
43. Estimation of the parameters of a Markov-modulated loss process in insurance
44. Nonparametric regression estimation of conditional tails: the random covariate case
45. Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
46. Frontier estimation with kernel regression on high order moments
47. Particle filtering for Gumbel‐distributed daily maxima of methane and nitrous oxide
48. Estimating an endpoint with high order moments in the Weibull domain of attraction
49. Estimation of extreme quantiles from heavy and light tailed distributions
50. Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence
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