Search

Your search keyword '"Guillou, Armelle"' showing total 12 results
Start Over Author "Guillou, Armelle" Publication Year Range Last 3 years
12 results on '"Guillou, Armelle"'

8. Estimation of the conditional tail moment for Weibull‐type distributions.

Author

Goegebeur, Yuri, Guillou, Armelle, and Qin, Jing

Subjects
*WIND speed measurement, *HAZARD function (Statistics), *AIR pollution, *PARTICULATE matter, *EMPIRICAL research, *OFFSHORE wind power plants
Abstract

We consider the estimation of the conditional tail moment at extreme levels for the class of Weibull‐type distributions. A two‐step procedure is introduced where in the first stage one estimates the conditional tail moment at an intermediate level, followed by an extrapolation in the second stage. The asymptotic properties of the estimators introduced in the two stages are derived under suitable assumptions. The finite sample properties of the proposed estimator are examined with a simulation experiment. We conclude with two applications on real life data: wind speed measurements collected at an offshore wind farm and PM2.5 air pollution data. [ABSTRACT FROM AUTHOR]

Published
2024
Full Text
View/download PDF

11. Local Robust Estimation of Pareto-Type Tails with Random Right Censoring

Author

Dierckx, Goedele, Goegebeur, Yuri, and Guillou, Armelle

Abstract

We propose a nonparametric robust estimator for the tail index of a conditional Pareto-type distribution in the presence of censoring and random covariates. The censored distribution is also of Pareto-type and the index is estimated locally within a narrow neighbourhood of the point of interest in the covariate space using the minimum density power divergence method. The main asymptotic properties of our robust estimator are derived under mild regularity conditions and its finite sample performance is illustrated on a small simulation study. A real data example is included to illustrate the practical applicability of the estimator.

Published
2024
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results