| Publication | Date of Publication | Type |
|---|
Box-Cox transformation on the estimation of extreme value index (EVI) and high quantiles for heavy-tailed distributions under dependence serials
Mathematical Methods of Statistics | 2025-07-04 | Paper |
Asymptotic normality of the kernel estimator of the recursive density under the censored -mixing model
Afrika Statistika | 2025-03-11 | Paper |
Improved nonparametric estimator of the Matusita's overlapping measure (OM) with application on breast cancer
Afrika Statistika | 2025-01-31 | Paper |
Kernel estimator of extreme value index (EVI) and high quantiles for heavy-tailed distributions under dependence serials using the Box-Cox transformation
Afrika Statistika | 2025-01-31 | Paper |
Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval
Japanese Journal of Statistics and Data Science | 2025-01-22 | Paper |
Robust estimator of the ruin probability in infinite time for heavy-tailed distributions
Statistics | 2024-12-05 | Paper |
A bias-reduced estimation for reinsurance risk premiums of heavy-tailed loss distributions under random truncation
Far East Journal of Theoretical Statistics | 2024-11-07 | Paper |
AN IMPROVED ESTIMATOR OF DISTORTION RISK PREMIUMS UNDER DEPENDENCE INSURED RISKS WITH HEAVY-TAILED MARGINALS
Far East Journal of Theoretical Statistics | 2024-04-18 | Paper |
Improved estimators of tail index and extreme quantiles under dependence serials
Mathematical Methods of Statistics | 2023-08-16 | Paper |
Zero-inflated generalized extreme value regression model for binary response data and application in health study
Journal of Statistical Computation and Simulation | 2023-04-21 | Paper |
<i>β</i>-divergence loss for the kernel density estimation with bias reduced
Statistical Theory and Related Fields | 2023-03-07 | Paper |
On the extremes of a class of nonstationary processes with heavy tailed innovations
Discussiones Mathematicae Probability and Statistics | 2022-10-11 | Paper |
Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval
Afrika Statistika | 2022-08-04 | Paper |
Adaptive realized hyperbolic GARCH process: stability and estimation
Afrika Statistika | 2022-05-11 | Paper |
Adaptive realized hyperbolic GARCH process: stability and estimation
Afrika Statistika | 2022-05-11 | Paper |
ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS
Far East Journal of Theoretical Statistics | 2022-04-19 | Paper |
Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model
Electronic Journal of Statistics | 2021-01-19 | Paper |
Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
Dependence Modeling | 2020-04-28 | Paper |
Almost sure representations of the conditional hazard function and its maximum estimation under right-censoring and left-truncation
Far East Journal of Theoretical Statistics | 2019-12-05 | Paper |
Reduced-bias estimator of the conditional tail expectation of heavy-tailed distributions
Mathematical Statistics and Limit Theorems | 2015-06-24 | Paper |
| On the estimation of the second order parameter for heavy-tailed distributions | 2015-06-12 | Paper |
Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
Insurance Mathematics & Economics | 2014-04-04 | Paper |
