The following pages link to Jonathan El Methni (Q449350):
Displaying 6 items.
- Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
- Kernel estimation of extreme regression risk measures (Q1697481) (← links)
- Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
- Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions (Q2977536) (← links)
- A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
- Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)
