The following pages link to Djamel Meraghni (Q334033):
Displayed 22 items.
- (Q259853) (redirect page) (← links)
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855) (← links)
- Statistical estimate of the proportional hazard premium of loss under random censoring (Q281457) (← links)
- Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
- Distortion risk measures for sums of dependent losses (Q427961) (← links)
- A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold (Q527121) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Association measures and estimation of copula parameters (Q726678) (← links)
- Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime (Q1941211) (← links)
- A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment (Q1948171) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’ (Q3103207) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- Nelson-Aalen tail product-limit process and extreme value index estimation under random censorship (Q6259059) (← links)
- On the estimation of the extreme value index for randomly right-truncated data and application (Q6259489) (← links)
- Estimating the mean of a heavy-tailed distribution under random censoring (Q6263513) (← links)
- Tail empirical process and weighted extreme value index estimator for randomly right-censored data (Q6295934) (← links)
- Extreme value theory based confidence intervals for the parameters of a symmetric L\'evy-stable distribution (Q6316980) (← links)