The following pages link to Armelle Guillou (Q209003):
Displaying 50 items.
- Robust conditional Weibull-type estimation (Q2351695) (← links)
- On kernel estimation of the second order rate parameter in multivariate extreme value statistics (Q2407489) (← links)
- Robust estimation of the Pickands dependence function under random right censoring (Q2421402) (← links)
- Minimax pointwise estimation of an anisotropic regression function with unknown density of the design (Q2437993) (← links)
- Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235) (← links)
- Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
- Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- A \(\Gamma\)-moment approach to monotonic boundary estimation (Q2512526) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Estimation of the parameters of a Markov-modulated loss process in insurance (Q2513596) (← links)
- Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
- Asymptotic normality of the extreme quantile estimator based on the POT method (Q2565528) (← links)
- Extreme value estimation of the conditional risk premium in reinsurance (Q2656989) (← links)
- Measuring and comparing risks of different types (Q2670105) (← links)
- Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
- A diagnostic for selecting the threshold in extreme value analysis (Q2729111) (← links)
- Pareto Index Estimation Under Moderate Right Censoring (Q2759549) (← links)
- Estimation of the Bias of the Maximum Likelihood Estimators in an Extreme Value Context (Q2892601) (← links)
- A folding method for extreme quantiles estimation (Q2925443) (← links)
- A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
- Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)
- A local moment type estimator for an extreme quantile in regression with random covariates (Q2980063) (← links)
- (Q3433270) (← links)
- Peaks-Over-Threshold Modeling Under Random Censoring (Q3566560) (← links)
- Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510) (← links)
- Modelling pairwise dependence of maxima in space (Q3613149) (← links)
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation (Q4405592) (← links)
- Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
- (Q4508688) (← links)
- A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications (Q4576914) (← links)
- Local Estimation of the Conditional Stable Tail Dependence Function (Q4685445) (← links)
- (Q4779567) (← links)
- (Q4850461) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
- Uniform strong consistency of a frontier estimator using kernel regression on high order moments (Q5174373) (← links)
- (Q5255159) (← links)
- Reduced-Bias Estimator of the Conditional Tail Expectation of Heavy-Tailed Distributions (Q5258886) (← links)
- (Q5303074) (← links)
- Projection estimators of Pickands dependence functions (Q5503542) (← links)
- A Non-Parametric Entropy-Based Approach to Detect Changes in Climate Extremes (Q5743274) (← links)
- On the influence of weights on extremes (Q5926466) (← links)
- On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals (Q5946160) (← links)
- Estimation of the asymptotic variance of kernel density estimators for continuous time processes (Q5949985) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Particle filtering for Gumbel‐distributed daily maxima of methane and nitrous oxide (Q6069051) (← links)
- Robust estimation of the conditional stable tail dependence function (Q6175804) (← links)
- Dependent conditional tail expectation for extreme levels (Q6204193) (← links)
- Conditional tail moment and reinsurance premium estimation under random right censoring (Q6557183) (← links)
- Estimation of marginal excess moments for Weibull-type distributions (Q6635938) (← links)
