114 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. Risk measure estimation for $\beta$-mixing time series and applications
9. Estimation of the conditional tail moment for Weibull‐type distributions.
10. Measuring and comparing risks of different types
11. Conditional marginal expected shortfall
12. Extreme value estimation of the conditional risk premium in reinsurance
13. Robust nonparametric estimation of the conditional tail dependence coefficient
14. Local Robust Estimation of Pareto-Type Tails with Random Right Censoring
15. Robust estimation of the Pickands dependence function under random right censoring
16. LOCAL ROBUST ESTIMATION OF THE PICKANDS DEPENDENCE FUNCTION
17. Local Estimation of the Conditional Stable Tail Dependence Function
18. Extreme quantile estimation for [formula omitted]-mixing time series and applications
19. Inference for asymptotically independent samples of extremes
20. Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
21. Conditional tail moment and reinsurance premium estimation under random right censoring
22. Robust and Bias-Corrected Estimation of the Probability of Extreme Failure Sets
23. Reduced-Bias Estimator of the Conditional Tail Expectation of Heavy-Tailed Distributions
24. Bias-corrected estimation of stable tail dependence function
25. Estimating the parameters of a seasonal Markov-modulated Poisson process
26. Bias-corrected and robust estimation of the bivariate stable tail dependence function
27. Extreme Value Theory and Statistics of Univariate Extremes: A Review
28. Local Robust Estimation of Pareto-Type Tails with Random Right Censoring
29. Kernel regression with Weibull-type tails
30. Robust conditional Weibull-type estimation
31. Robust estimation of the conditional stable tail dependence function
32. Extreme value estimation of the conditional risk premium in reinsurance
33. Robust nonparametric estimation of the conditional tail dependence coefficient
34. DEPHY Serre - Productions sous serres tomates et concombres : tendre vers le zéro intrant phytosanitaire
35. Bias correction in conditional multivariate extremes
36. Local Robust Estimation of Pareto-Type Tails with Random Right Censoring
37. Estimation of extreme conditional quantiles under a general tail-first-order condition
38. On kernel estimation of the second order rate parameter in multivariate extreme value statistics
39. Risk measure estimation for β-mixing time series and applications
40. Local estimation of the conditional stable tail dependence function
41. Local robust estimation of the Pickands dependence function
42. Estimation of the marginal expected shortfall
43. Estimation of extreme conditional quantiles under a general tail-first-order condition.
44. Extreme quantile estimation forβ-mixing time series and applications
45. Special issue on statistics of extremes and applications
46. Risk measure estimation for $��$-mixing time series and applications
47. An estimator for the tail index of an integrated conditional Pareto–Weibull-type model
48. Bias-corrected and robust estimation of the bivariate stable tail dependence function
49. A local moment type estimator for an extreme quantile in regression with random covariates
50. Estimation of the Marginal Expected Shortfall in the Context of an Infinite Mean Model
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