43 results on '"Guillou, Armelle"'
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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 forβ-mixing time series and applications
10. Inference for asymptotically independent samples of extremes
11. Special issue on statistics of extremes and applications
12. On kernel estimation of the second order rate parameter in multivariate extreme value statistics
13. Estimation of the Marginal Expected Shortfall in the Context of an Infinite Mean Model
14. Bias-corrected estimation of stable tail dependence function
15. Estimating the parameters of a seasonal Markov-modulated Poisson process
16. An estimator for the tail index of an integrated conditional Pareto–Weibull-type model
17. Robust and bias-corrected estimation of the coefficient of tail dependence
18. Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions
19. A -moment approach to monotonic boundary estimation
20. An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
21. Estimation of the parameters of a Markov-modulated loss process in insurance
22. Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
23. Frontier estimation with kernel regression on high order moments
24. Estimating an endpoint with high order moments in the Weibull domain of attraction
25. Estimation of extreme quantiles from heavy and light tailed distributions
26. A note of caution when interpreting parameters of the distribution of excesses
27. Weibull tail-distributions revisited: A new look at some tail estimators
28. Improving extreme quantile estimation via a folding procedure
29. Goodness-of-fit testing for Weibull-type behavior
30. A LAN based Neyman smooth test for Pareto distributions
31. Bias-reduced extreme quantile estimators of Weibull tail-distributions
32. Peaks-over-threshold stability of multivariate generalized Pareto distributions
33. Bias correction in hydrologic GPD based extreme value analysis by means of a slowly varying function
34. Approximation of the distribution of excesses through a generalized probability-weighted moments method
35. Statistics of Extremes under Random Censoring
36. Asymptotic normality of the extreme quantile estimator based on the POT method
37. Approximation of the distribution of excesses using a generalized probability weighted moment method
38. Projection Estimates of Constrained Functional Parameters
39. Estimating catastrophic quantile levels for heavy-tailed distributions
40. A new look at probability-weighted moments estimators
41. A new extreme quantile estimator for heavy-tailed distributions
42. Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes
43. On the smoothed bootstrap
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