181 results on '"Guillou, Armelle"'
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2. Conditional tail moment and reinsurance premium estimation under random right censoring
3. Dependent conditional tail expectation for extreme levels
4. Robust estimation of the conditional stable tail dependence function
5. A Weissman-type estimator of the conditional marginal expected shortfall
6. Nonparametric estimation of conditional marginal excess moments
7. Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
8. Estimation of the conditional tail moment for Weibull‐type distributions.
9. Measuring and comparing risks of different types
10. Conditional marginal expected shortfall
11. Extreme value estimation of the conditional risk premium in reinsurance
12. Robust nonparametric estimation of the conditional tail dependence coefficient
13. Local Robust Estimation of Pareto-Type Tails with Random Right Censoring
14. Robust estimation of the Pickands dependence function under random right censoring
15. LOCAL ROBUST ESTIMATION OF THE PICKANDS DEPENDENCE FUNCTION
16. Local Estimation of the Conditional Stable Tail Dependence Function
17. Extreme quantile estimation for [formula omitted]-mixing time series and applications
18. Inference for asymptotically independent samples of extremes
19. Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
20. A Diagnostic for Selecting the Threshold in Extreme Value Analysis
21. Laws of the Iterated Logarithm for Censored Data
22. Robust and Bias-Corrected Estimation of the Probability of Extreme Failure Sets
23. Bias-corrected estimation of stable tail dependence function
24. Estimating the parameters of a seasonal Markov-modulated Poisson process
25. Bias-corrected and robust estimation of the bivariate stable tail dependence function
26. Extreme Value Theory and Statistics of Univariate Extremes: A Review
27. Robust and bias-corrected estimation of the coefficient of tail dependence
28. A [formula omitted]-moment approach to monotonic boundary estimation
29. A non-parametric entropy-based approach to detect changes in climate extremes
30. A local moment type estimator for the extreme value index in regression with random covariates
31. Kernel regression with Weibull-type tails
32. An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
33. Estimation of the parameters of a Markov-modulated loss process in insurance
34. Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
35. Frontier estimation with kernel regression on high order moments
36. Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence
37. Estimation of extreme quantiles from heavy and light tailed distributions
38. Robust conditional Weibull-type estimation
39. Modelling pairwise dependence of maxima in space
40. Projection estimators of Pickands dependence functions
41. Statistics of Extremes under Random Censoring
42. Weibull tail-distributions revisited: A new look at some tail estimators
43. A note of caution when interpreting parameters of the distribution of excesses
44. Madogram and asymptotic independence among maxima
45. Local robust and asymptotically unbiased estimation of conditional Pareto-type tails
46. Extreme value estimation of the conditional risk premium in reinsurance
47. Improving extreme quantile estimation via a folding procedure
48. Estimating an endpoint with high-order moments
49. Weighted Moment Estimators for the Second Order Scale Parameter
50. A weighted mean excess function approach to the estimation of Weibull-type tails
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