| Publication | Date of Publication | Type |
|---|
Estimation of the conditional tail moment for Weibull-type distributions
Scandinavian Journal of Statistics | 2024-11-20 | Paper |
Estimation of marginal excess moments for Weibull-type distributions
Extremes | 2024-11-12 | Paper |
Conditional tail moment and reinsurance premium estimation under random right censoring
Test | 2024-06-18 | Paper |
Dependent conditional tail expectation for extreme levels
Stochastic Processes and their Applications | 2024-03-27 | Paper |
Particle filtering for Gumbel‐distributed daily maxima of methane and nitrous oxide
Environmetrics | 2023-12-15 | Paper |
Extreme Value Theory and Statistics of Univariate Extremes: A Review
International Statistical Review | 2023-11-10 | Paper |
Robust estimation of the conditional stable tail dependence function
Annals of the Institute of Statistical Mathematics | 2023-08-18 | Paper |
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Insurance Mathematics & Economics | 2023-02-01 | Paper |
Nonparametric estimation of conditional marginal excess moments
Journal of Multivariate Analysis | 2022-12-06 | Paper |
Measuring and comparing risks of different types
Insurance Mathematics & Economics | 2022-03-10 | Paper |
Conditional marginal expected shortfall
Extremes | 2021-12-18 | Paper |
Estimating an endpoint with high order moments in the Weibull domain of attraction
Statistics & Probability Letters | 2021-09-29 | Paper |
Local robust estimation of Pareto-type tails with random right censoring
Sankhyā. Series A | 2021-05-03 | Paper |
Extreme value estimation of the conditional risk premium in reinsurance
Insurance Mathematics & Economics | 2021-03-17 | Paper |
Estimation of extreme conditional quantiles under a general tail-first-order condition
Annals of the Institute of Statistical Mathematics | 2020-07-20 | Paper |
Robust nonparametric estimation of the conditional tail dependence coefficient
Journal of Multivariate Analysis | 2020-05-19 | Paper |
Bias correction in conditional multivariate extremes
Electronic Journal of Statistics | 2020-05-13 | Paper |
Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
Extremes | 2019-09-05 | Paper |
Robust estimation of the Pickands dependence function under random right censoring
Insurance Mathematics & Economics | 2019-06-17 | Paper |
A Non-Parametric Entropy-Based Approach to Detect Changes in Climate Extremes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Estimating the parameters of a seasonal Markov-modulated Poisson process
Statistical Methodology | 2019-03-13 | Paper |
Extreme quantile estimation for \(\beta\)-mixing time series and applications
Insurance Mathematics & Economics | 2018-11-19 | Paper |
Local robust estimation of the Pickands dependence function
The Annals of Statistics | 2018-10-30 | Paper |
Local Estimation of the Conditional Stable Tail Dependence Function
Scandinavian Journal of Statistics | 2018-10-08 | Paper |
Inference for asymptotically independent samples of extremes
Journal of Multivariate Analysis | 2018-08-16 | Paper |
A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
Bias-corrected and robust estimation of the bivariate stable tail dependence function
Test | 2018-02-01 | Paper |
On kernel estimation of the second order rate parameter in multivariate extreme value statistics
Statistics & Probability Letters | 2017-10-06 | Paper |
A local moment type estimator for an extreme quantile in regression with random covariates
Communications in Statistics: Theory and Methods | 2017-04-27 | Paper |
Kernel regression with Weibull-type tails
Annals of the Institute of Statistical Mathematics | 2016-09-16 | Paper |
Robust and bias-corrected estimation of the probability of extreme failure sets
Sankhyā. Series A | 2016-05-25 | Paper |
A weighted mean excess function approach to the estimation of Weibull-type tails
Test | 2016-03-23 | Paper |
Bias-corrected estimation of stable tail dependence function
Journal of Multivariate Analysis | 2015-12-23 | Paper |
An estimator for the tail index of an integrated conditional Pareto-Weibull-type model
Statistics & Probability Letters | 2015-11-23 | Paper |
Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2015-10-05 | Paper |
Robust conditional Weibull-type estimation
Annals of the Institute of Statistical Mathematics | 2015-06-26 | Paper |
An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
Journal of Multivariate Analysis | 2015-06-25 | Paper |
Reduced-bias estimator of the conditional tail expectation of heavy-tailed distributions
Mathematical Statistics and Limit Theorems | 2015-06-24 | Paper |
| Madogram and asymptotic independence among maxima | 2015-06-12 | Paper |
Uniform strong consistency of a frontier estimator using kernel regression on high order moments
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
Local robust and asymptotically unbiased estimation of conditional Pareto-type tails
Test | 2015-01-29 | Paper |
Robust and bias-corrected estimation of the coefficient of tail dependence
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Estimation of the parameters of a Markov-modulated loss process in insurance
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Nonparametric regression estimation of conditional tails: the random covariate case
Statistics | 2014-12-22 | Paper |
A folding method for extreme quantiles estimation
REVSTAT | 2014-10-22 | Paper |
A local moment type estimator for the extreme value index in regression with random covariates
The Canadian Journal of Statistics | 2014-10-16 | Paper |
A \(\Gamma\)-moment approach to monotonic boundary estimation
Journal of Econometrics | 2014-08-07 | Paper |
Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions
Statistics & Probability Letters | 2014-06-05 | Paper |
Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
Insurance Mathematics & Economics | 2014-04-04 | Paper |
Minimax pointwise estimation of an anisotropic regression function with unknown density of the design
Mathematical Methods of Statistics | 2014-03-10 | Paper |
Frontier estimation with kernel regression on high order moments
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Estimating an endpoint with high-order moments
Test | 2013-04-10 | Paper |
Asymptotically unbiased estimation of the coefficient of tail dependence
Scandinavian Journal of Statistics | 2013-03-20 | Paper |
Weighted moment estimators for the second order scale parameter
Methodology and Computing in Applied Probability | 2013-01-11 | Paper |
Estimation of extreme quantiles from heavy and light tailed distributions
Journal of Statistical Planning and Inference | 2012-08-30 | Paper |
Estimating the conditional tail index by integrating a kernel conditional quantile estimator
Journal of Statistical Planning and Inference | 2012-07-16 | Paper |
Estimation of the bias of the maximum likelihood estimators in an extreme value context
Communications in Statistics. Theory and Methods | 2012-06-19 | Paper |
Bias-reduced estimators for bivariate tail modelling
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Return level bounds for discrete and continuous random variables
Test | 2011-01-22 | Paper |
Weibull tail-distributions revisited: A new look at some tail estimators
Journal of Statistical Planning and Inference | 2010-10-22 | Paper |
Estimating catastrophic quantile levels for heavy-tailed distributions
Insurance Mathematics & Economics | 2010-06-20 | Paper |
Peaks-over-threshold modeling under random censoring
Communications in Statistics: Theory and Methods | 2010-06-08 | Paper |
Improving extreme quantile estimation via a folding procedure
Journal of Statistical Planning and Inference | 2010-04-14 | Paper |
Goodness-of-fit testing for Weibull-type behavior
Journal of Statistical Planning and Inference | 2010-03-18 | Paper |
Bias-reduced estimators of the Weibull tail-coefficient
Test | 2009-05-27 | Paper |
Modelling pairwise dependence of maxima in space
Biometrika | 2009-03-11 | Paper |
Statistics of extremes under random censoring
Bernoulli | 2009-03-02 | Paper |
Estimation of the extreme value index and extreme quantiles under random censoring
Extremes | 2009-02-28 | Paper |
Projection estimators of Pickands dependence functions
The Canadian Journal of Statistics | 2009-01-15 | Paper |
| Improving probability-weighted moment methods for the generalized extreme value distribu\-tion | 2009-01-15 | Paper |
A LAN based Neyman smooth test for Pareto distributions
Journal of Statistical Planning and Inference | 2008-08-06 | Paper |
Peaks-over-threshold stability of multivariate generalized Pareto distributions
Journal of Multivariate Analysis | 2008-04-23 | Paper |
Bias-reduced extreme quantile estimators of Weibull tail-distributions
Journal of Statistical Planning and Inference | 2008-03-11 | Paper |
Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach
Communications in Statistics: Theory and Methods | 2007-07-23 | Paper |
| Asymptotic behaviour of regular estimators | 2007-04-27 | Paper |
Approximation of the distribution of excesses through a generalized probability-weighted moments method
Journal of Statistical Planning and Inference | 2007-02-14 | Paper |
Estimation of the extreme-value index and generalized quantile plots
Bernoulli | 2006-11-06 | Paper |
Asymptotic normality of the extreme quantile estimator based on the POT method
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-09-27 | Paper |
Approximation of the distribution of excesses using a generalized probability weighted moment method
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-04-07 | Paper |
Extreme quantiles estimation for actuarial applications
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-11-23 | Paper |
A new look at probability-weighted moments estimators
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-08-20 | Paper |
A new extreme quantile estimator for heavy-tailed distributions
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-06-15 | Paper |
On exponential representations of log-spacings of extreme order statistics
Extremes | 2004-03-16 | Paper |
Estimation of the asymptotic variance of kernel density estimators for continuous time processes
Journal of Multivariate Analysis | 2003-11-16 | Paper |
Asymptotic behaviour of the probability-weighted moments and penultimate approximation
ESAIM: Probability and Statistics | 2003-06-23 | Paper |
Asymptotic behaviour of the probability-weighted moments and penultimate approximation
ESAIM: Probability and Statistics | 2003-06-23 | Paper |
| scientific article; zbMATH DE number 1835999 (Why is no real title available?) | 2003-05-20 | Paper |
Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-03-11 | Paper |
Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-03-11 | Paper |
Almost sure convergence of a tail index estimator in the presence of censoring.
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2002-09-30 | Paper |
Laws of the iterated logarithm for censored data
The Annals of Probability | 2002-05-13 | Paper |
A diagnostic for selecting the threshold in extreme value analysis
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2002-02-18 | Paper |
On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2001-12-16 | Paper |
On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2001-12-16 | Paper |
Pareto Index Estimation Under Moderate Right Censoring
Scandinavian Actuarial Journal | 2001-12-12 | Paper |
Bootstrap confidence intervals for the pareto index
Communications in Statistics: Theory and Methods | 2001-07-19 | Paper |
On the influence of weights on extremes
Extremes | 2001-03-01 | Paper |
| scientific article; zbMATH DE number 1513110 (Why is no real title available?) | 2001-01-14 | Paper |
On the smoothed bootstrap
Journal of Statistical Planning and Inference | 2001-01-11 | Paper |
Efficient weighted bootstraps for the mean
Journal of Statistical Planning and Inference | 2000-09-12 | Paper |
Weighted bootstraps for the variance
Journal of Statistical Planning and Inference | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 806610 (Why is no real title available?) | 1995-11-21 | Paper |
