293 results on '"Guillou, Armelle"'
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52. Madogram and asymptotic independence among maxima
53. Local robust and asymptotically unbiased estimation of conditional Pareto-type tails
54. Extreme value estimation of the conditional risk premium in reinsurance
55. Improving extreme quantile estimation via a folding procedure
56. Estimating an endpoint with high-order moments
57. Weighted Moment Estimators for the Second Order Scale Parameter
58. A weighted mean excess function approach to the estimation of Weibull-type tails
59. Bias-reduced extreme quantile estimators of Weibull tail-distributions
60. A LAN based Neyman smooth test for Pareto distributions
61. Peaks-over-threshold stability of multivariate generalized Pareto distributions
62. Bias-reduced estimators of the Weibull tail-coefficient
63. Estimation of the extreme value index and extreme quantiles under random censoring
64. Approximation of the distribution of excesses through a generalized probability-weighted moments method
65. Bias correction in hydrologic GPD based extreme value analysis by means of a slowly varying function
66. On the Influence of Weights on Extremes
67. Robust nonparametric estimation of the conditional tail dependence coefficient
68. Asymptotic normality of the extreme quantile estimator based on the POT method
69. Approximation of the distribution of excesses using a generalized probability weighted moment method
70. Extreme quantiles estimation for actuarial applications
71. A new look at probability-weighted moments estimators
72. A new extreme quantile estimator for heavy-tailed distributions
73. Estimating catastrophic quantile levels for heavy-tailed distributions
74. DEPHY Serre - Productions sous serres tomates et concombres : tendre vers le zéro intrant phytosanitaire
75. Bias correction in conditional multivariate extremes
76. Local Robust Estimation of Pareto-Type Tails with Random Right Censoring
77. Estimation of extreme conditional quantiles under a general tail-first-order condition
78. Almost sure convergence of a tail index estimator in the presence of censoring
79. Rates of strong uniform consistency for multivariate kernel density estimators
80. On kernel estimation of the second order rate parameter in multivariate extreme value statistics
81. Risk measure estimation for β-mixing time series and applications
82. Local estimation of the conditional stable tail dependence function
83. Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes
84. On consistency of kernel density estimators for randomly censored data: rates holding uniformly over adaptive intervals
85. Local robust estimation of the Pickands dependence function
86. Estimation of the marginal expected shortfall
87. On the smoothed bootstrap
88. Estimation of extreme conditional quantiles under a general tail-first-order condition.
89. Extreme quantile estimation forβ-mixing time series and applications
90. Special issue on statistics of extremes and applications
91. Risk measure estimation for $��$-mixing time series and applications
92. Particle filtering for Gumbel-distributed daily maxima of methane and nitrous oxide
93. An estimator for the tail index of an integrated conditional Pareto–Weibull-type model
94. Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions
95. A gamma-moment approach to monotonic boundary estimation
96. Improving probability-weighted moment methods for the generalized extreme value distribution
97. Bias-corrected and robust estimation of the bivariate stable tail dependence function
98. A local moment type estimator for an extreme quantile in regression with random covariates
99. An extreme value theory approach for the early detection of time clusters. A simulation-based assessment and an illustration to the surveillance of Salmonella
100. A gamma-moment approach to monotonic boundaries estimation
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