Yuri Goegebeur

Available identifiers

zbMath Open goegebeur.yuriMaRDI QIDQ261472

List of research outcomes

Publication	Date of Publication	Type
Dependent conditional tail expectation for extreme levels	2024-03-27	Paper
Robust estimation of the conditional stable tail dependence function	2023-08-18	Paper
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating	2023-02-01	Paper
Nonparametric estimation of conditional marginal excess moments	2022-12-06	Paper
Conditional marginal expected shortfall	2021-12-18	Paper
Local robust estimation of Pareto-type tails with random right censoring	2021-05-03	Paper
Extreme value estimation of the conditional risk premium in reinsurance	2021-03-17	Paper
Robust nonparametric estimation of the conditional tail dependence coefficient	2020-05-19	Paper
Bias correction in conditional multivariate extremes	2020-05-13	Paper
Bias-corrected estimation for conditional Pareto-type distributions with random right censoring	2019-09-05	Paper
Robust estimation of the Pickands dependence function under random right censoring	2019-06-17	Paper
Local robust estimation of the Pickands dependence function	2018-10-30	Paper
Local Estimation of the Conditional Stable Tail Dependence Function	2018-10-08	Paper
Bias-corrected and robust estimation of the bivariate stable tail dependence function	2018-02-01	Paper
On kernel estimation of the second order rate parameter in multivariate extreme value statistics	2017-10-06	Paper
A local moment type estimator for an extreme quantile in regression with random covariates	2017-04-27	Paper
Kernel regression with Weibull-type tails	2016-09-16	Paper
Robust and bias-corrected estimation of the probability of extreme failure sets	2016-05-25	Paper
A weighted mean excess function approach to the estimation of Weibull-type tails	2016-03-23	Paper
Bias-corrected estimation of stable tail dependence function	2015-12-23	Paper
An estimator for the tail index of an integrated conditional Pareto-Weibull-type model	2015-11-23	Paper
Uniform asymptotic properties of a nonparametric regression estimator of conditional tails	2015-10-05	Paper
Robust conditional Weibull-type estimation	2015-06-26	Paper
An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index	2015-06-25	Paper
Local robust and asymptotically unbiased estimation of conditional Pareto-type tails	2015-01-29	Paper
Robust and bias-corrected estimation of the coefficient of tail dependence	2015-01-28	Paper
Nonparametric regression estimation of conditional tails: the random covariate case	2014-12-22	Paper
A local moment type estimator for the extreme value index in regression with random covariates	2014-10-16	Paper
Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions	2014-06-05	Paper
Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence	2013-03-20	Paper
Estimation of the third-order parameter in extreme value statistics	2013-02-05	Paper
Weighted moment estimators for the second order scale parameter	2013-01-11	Paper
Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index	2012-11-12	Paper
Asymptotically unbiased estimation of the second order tail parameter	2012-05-18	Paper
Dispersion models for extremes	2011-11-27	Paper
Mixed Models for the Analysis of Optimization Algorithms	2010-12-22	Paper
Generalized Kernel Estimators for the Weibull-Tail Coefficient	2010-12-20	Paper
Kernel estimators for the second order parameter in extreme value statistics	2010-06-03	Paper
Goodness-of-fit testing for Weibull-type behavior	2010-03-18	Paper
https://portal.mardi4nfdi.de/entity/Q5303075	2009-01-15	Paper
Regression with response distributions of Pareto-type	2008-11-04	Paper
A speeded item response model with gradual process change	2008-09-24	Paper
Mixed Models for the Analysis of Local Search Components	2007-11-29	Paper
https://portal.mardi4nfdi.de/entity/Q3433264	2007-04-27	Paper
A Local-Influence-Based Diagnostic Approach to a Speeded Item Response Theory Model	2007-04-26	Paper
A goodness-of-fit statistic for Pareto-type behaviour	2005-11-01	Paper
Statistics of Extremes	2004-12-14	Paper
Nonparametric estimation of extreme conditional quantiles	2004-09-29	Paper
Local polynomial maximum likelihood estimation for Pareto-type distributions.	2004-03-14	Paper
Tail index estimation and an exponential regression model	2000-10-11	Paper
Diagnostic Checks for Discrete Data Regression Models Using Posterior Predictive Simulations	2000-08-24	Paper
Burr regression and portfolio segmentation	1999-03-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Yuri Goegebeur