Abdelhakim Necir

Available identifiers

zbMath Open necir.abdelhakimMaRDI QIDQ334034

List of research outcomes

Publication	Date of Publication	Type
Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data	2023-08-07	Paper
Kernel estimation for the tail index of a right-censored Pareto-type distribution	2021-10-14	Paper
Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data	2021-06-02	Paper
Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation	2019-08-27	Paper
Tail empirical process and weighted extreme value index estimator for randomly right-censored data	2018-01-02	Paper
Koml\'os-Major-Tusn\'ady approximations to increments of uniform empirical processes	2017-09-03	Paper
A semiparametric estimation of copula models based on the method of moments	2017-06-29	Paper
A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold	2017-05-16	Paper
Robust Bayesian inference of generalized Pareto distribution	2017-01-26	Paper
Kernel estimation of the tail index of a right-truncated Pareto-type distribution	2016-10-31	Paper
Tail product-limit process for truncated data with application to extreme value index estimation	2016-06-07	Paper
Statistical estimate of the proportional hazard premium of loss under random censoring	2016-05-11	Paper
Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring	2016-03-18	Paper
Kernel estimation of the tail index of a right-truncated Pareto-type distribution	2015-12-23	Paper
Copula representation of bivariateL-moments: a new estimation method for multiparameter two-dimensional copula models	2015-07-20	Paper
Estimating the mean of a heavy-tailed distribution under random censoring	2015-07-11	Paper
On the estimation of the extreme value index for randomly right-truncated data and application	2015-02-27	Paper
Nelson-Aalen tail product-limit process and extreme value index estimation under random censorship	2015-02-13	Paper
A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data	2013-05-27	Paper
A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment	2013-05-02	Paper
Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime	2013-03-12	Paper
Bias-corrected estimation in distortion risk premiums for heavy-tailed losses	2013-03-12	Paper
A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method	2013-03-12	Paper
Distortion risk measures for sums of dependent losses	2012-06-18	Paper
Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts	2012-02-10	Paper
Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses	2011-12-21	Paper
Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’	2011-11-26	Paper
Coupled risk measures and their empirical estimation when losses follow heavy-tailed distributions	2011-05-30	Paper
Estimating the conditional tail expectation in the case of heavy-tailed losses	2010-12-01	Paper
Estimating L-functionals for heavy-tailed distributions and application	2010-12-01	Paper
POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks	2010-12-01	Paper
Statistical estimate of the proportional hazard premium of loss	2008-06-18	Paper
Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach	2008-03-11	Paper
A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance	2007-01-29	Paper
A functional law of the iterated logarithm for kernel-type estimators of the tail index	2006-01-10	Paper
https://portal.mardi4nfdi.de/entity/Q3200379	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5751659	1991-01-01	Paper

Research outcomes over time

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