| Publication | Date of Publication | Type |
|---|
| Reliable alternative ways to manage the risk of extreme events | 2024-10-08 | Paper |
Improvements in the estimation of the Weibull tail coefficient: a comparative study
Mathematical Methods in the Applied Sciences | 2024-06-27 | Paper |
Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation
Journal of Statistical Theory and Practice | 2022-07-15 | Paper |
Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application
Journal of Statistical Computation and Simulation | 2022-02-23 | Paper |
Reduced‐bias kernel estimators of a positive extreme value index
Mathematical Methods in the Applied Sciences | 2020-02-12 | Paper |
Estimation of a scale second-order parameter related to the PORT methodology
Journal of Statistical Theory and Practice | 2019-08-28 | Paper |
Adaptive PORT-MVRB estimation of the extreme value index
Recent Developments in Modeling and Applications in Statistics | 2019-01-09 | Paper |
Erratum to: ``Competitive estimation of the extreme value index''.
Statistics & Probability Letters | 2017-10-06 | Paper |
| Mean-of-order-\(p\) location-invariant extreme value index estimation | 2017-09-18 | Paper |
| Value-at-risk estimation and the PORT mean-of-order-\(p\) methodology | 2017-09-18 | Paper |
Competitive estimation of the extreme value index
Statistics & Probability Letters | 2016-09-08 | Paper |
A location-invariant probability weighted moment estimation of the Extreme Value Index
International Journal of Computer Mathematics | 2016-05-06 | Paper |
| PORT-estimation of a shape second-order parameter | 2015-06-12 | Paper |
Refined estimation of a light tail: an application to environmental data
Advances in Theoretical and Applied Statistics | 2014-11-19 | Paper |
High quantile estimation and the PORT methodology
REVSTAT | 2014-10-22 | Paper |
Statistics of extremes in athletics
REVSTAT | 2014-10-22 | Paper |
| scientific article; zbMATH DE number 6293619 (Why is no real title available?) | 2014-05-10 | Paper |
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
Journal of Statistical Computation and Simulation | 2013-11-15 | Paper |
A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation
Journal of Statistical Computation and Simulation | 2013-03-21 | Paper |
Reduced-bias location-invariant extreme value index estimation: a simulation study
Communications in Statistics. Simulation and Computation | 2011-07-13 | Paper |
Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?
Discussiones Mathematicae Probability and Statistics | 2011-03-25 | Paper |
Tail index and second-order parameters' semi-parametric estimation based on the log-excesses
Journal of Statistical Computation and Simulation | 2010-09-17 | Paper |
Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2009-06-10 | Paper |
Reduced-Bias Tail Index Estimators Under a Third-Order Framework
Communications in Statistics: Theory and Methods | 2009-06-09 | Paper |
Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold
Extremes | 2009-02-28 | Paper |
Improvements in the estimation of the Weibull tail coefficient -- a comparative study
(available as arXiv preprint) | N/A | Paper |
