Rym Worms

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring Statistics	2022-01-25	Paper
Estimation of extremes for Weibull-tail distributions in the presence of random censoring Extremes	2019-12-27	Paper
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior Journal of Statistical Planning and Inference	2019-08-09	Paper
Extreme value statistics for censored data with heavy tails under competing risks Metrika	2018-10-01	Paper
A test for comparing tail indices for heavy-tailed distributions via empirical likelihood Communications in Statistics. Theory and Methods	2016-03-11	Paper
A Lynden-Bell integral estimator for extremes of randomly truncated data Statistics & Probability Letters	2015-12-30	Paper
Moment estimators of the extreme value index for randomly censored data in the Weibull domain of attraction	2015-06-11	Paper
New estimators of the extreme value index under random right censoring, for heavy-tailed distributions Extremes	2015-01-23	Paper
Estimation of second order parameters using probability weighted moments ESAIM: Probability and Statistics	2013-05-14	Paper
Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions Journal of Statistical Planning and Inference	2011-05-23	Paper
On the relative approximation error of the generalized Pareto approximation for a high quantile Extremes	2006-05-24	Paper
Rate of convergence for the generalized Pareto approximation of the excesses Advances in Applied Probability	2004-03-07	Paper
Rate of convergence for the generalized Pareto approximation of excess distributions Comptes Rendus de l'Académie des Sciences. Série I. Mathématique	2003-06-26	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
Comparison between two indicators for the variation regularity of tails of distributions Comptes Rendus. Mathématique. Académie des Sciences, Paris	2002-12-15	Paper
Penultimate approximation for the distribution of the excesses ESAIM: Probability and Statistics	2002-06-11	Paper
Penultimate approximation for the distribution of the excesses ESAIM: Probability and Statistics	2002-06-11	Paper
Penultimate approximation for the excesses Comptes Rendus de l'Académie des Sciences. Série I. Mathématique	2001-09-09	Paper
Generalized Pareto approximation for a distribution in the Fréchet or Gumbel domain of attraction: Relative approximation error of a high quantile Comptes Rendus de l'Académie des Sciences. Série I. Mathématique	2001-07-31	Paper
Propriété asymptotique des excès additifs et valeurs extrêmes: le cas de la loi de Gumbel Comptes Rendus de l'Académie des Sciences - Series I - Mathematics	1999-07-19	Paper

Research outcomes over time

This page was built for person: Rym Worms