| Publication | Date of Publication | Type |
|---|
Return level bounds for discrete and continuous random variables
Test | 2011-01-22 | Paper |
Bias-reduced estimators of the Weibull tail-coefficient
Test | 2009-05-27 | Paper |
Modelling pairwise dependence of maxima in space
Biometrika | 2009-03-11 | Paper |
Improving probability-weighted moment methods for the generalized extreme value distribu\-tion
| 2009-01-15 | Paper |
Bias-reduced extreme quantile estimators of Weibull tail-distributions
Journal of Statistical Planning and Inference | 2008-03-11 | Paper |
Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach
Communications in Statistics: Theory and Methods | 2007-07-23 | Paper |
Asymptotic behaviour of regular estimators
| 2007-04-27 | Paper |
A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
Approximation of the distribution of excesses through a generalized probability-weighted moments method
Journal of Statistical Planning and Inference | 2007-02-14 | Paper |
Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling
Extremes | 2006-05-24 | Paper |
Asymptotic normality of the extreme quantile estimator based on the POT method
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-09-27 | Paper |
Approximation of the distribution of excesses using a generalized probability weighted moment method
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-04-07 | Paper |
A new look at probability-weighted moments estimators
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-08-20 | Paper |
Describing the geometry of 3D fracture systems by correcting for linear sampling bias
Mathematical Geology | 2004-05-27 | Paper |
Asymptotic normality of the ET method -- application to the ET test
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-03-25 | Paper |
A note on the asymptotic normality of the ET method for extreme quantile estimation.
Statistics & Probability Letters | 2004-02-14 | Paper |
Estimation of the Asymptotic Variance in the CLT for Markov Chains
Stochastic Models | 2003-10-19 | Paper |
Asymptotic behaviour of the probability-weighted moments and penultimate approximation
ESAIM: Probability and Statistics | 2003-06-23 | Paper |
ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS
Communications in Statistics. Simulation and Computation | 2003-01-08 | Paper |
On the use of the peaks over thresholds method for estimating out-of-sample quantiles.
Computational Statistics and Data Analysis | 2002-07-15 | Paper |
Analysis of Gaussian mixtures for small samples: Application to stellar kinematics
Revue de Statistique Appliquée | 2001-10-21 | Paper |
An automated stopping rule for MCMC convergence assessment
Computational Statistics | 2000-05-24 | Paper |
Consistance de la méthode ET et variations régulières
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-04-27 | Paper |
Stochastic versions of the em algorithm: an experimental study in the mixture case
Journal of Statistical Computation and Simulation | 1999-03-08 | Paper |
Goodness-of-fit tests for nonlinear heteroscedastic regression models
Statistics & Probability Letters | 1999-01-01 | Paper |
A Non‐parametric Test for Generalized First‐order Autoregressive Models
Scandinavian Journal of Statistics | 1998-04-29 | Paper |
Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1997-12-02 | Paper |
On the density of the maximum of smooth Gaussian processes
The Annals of Probability | 1997-06-10 | Paper |
scientific article; zbMATH DE number 883616 (Why is no real title available?)
| 1996-06-02 | Paper |
scientific article; zbMATH DE number 847815 (Why is no real title available?)
| 1996-05-20 | Paper |
scientific article; zbMATH DE number 849934 (Why is no real title available?)
| 1996-03-04 | Paper |
scientific article; zbMATH DE number 819397 (Why is no real title available?)
| 1996-01-07 | Paper |
scientific article; zbMATH DE number 774844 (Why is no real title available?)
| 1995-11-14 | Paper |
scientific article; zbMATH DE number 777922 (Why is no real title available?)
| 1995-09-14 | Paper |
A nonparametric test for the regression function: Asymptotic theory
Journal of Statistical Planning and Inference | 1995-05-15 | Paper |
scientific article; zbMATH DE number 597901 (Why is no real title available?)
| 1994-06-29 | Paper |
Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions
Communications in Statistics. Stochastic Models | 1994-04-05 | Paper |
Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1
Journal of Applied Probability | 1993-08-30 | Paper |
scientific article; zbMATH DE number 223316 (Why is no real title available?)
| 1993-06-29 | Paper |
Bayesian estimation of hidden Markov chains: A stochastic implementation
Statistics & Probability Letters | 1993-05-16 | Paper |
A stochastic approximation type EM algorithm for the mixture problem
Stochastics and Stochastic Reports | 1993-01-17 | Paper |
scientific article; zbMATH DE number 29176 (Why is no real title available?)
| 1992-06-27 | Paper |
Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes
Journal of Theoretical Probability | 1992-06-27 | Paper |
scientific article; zbMATH DE number 4192907 (Why is no real title available?)
| 1991-01-01 | Paper |
scientific article; zbMATH DE number 4169862 (Why is no real title available?)
| 1990-01-01 | Paper |
scientific article; zbMATH DE number 4135220 (Why is no real title available?)
| 1990-01-01 | Paper |
Testing the functions defining a nonlinear autoregressive time series
Stochastic Processes and their Applications | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4135151 (Why is no real title available?)
| 1990-01-01 | Paper |
scientific article; zbMATH DE number 4182594 (Why is no real title available?)
| 1990-01-01 | Paper |
scientific article; zbMATH DE number 4038926 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4022297 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 3982279 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3972027 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3888643 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3874000 (Why is no real title available?)
| 1983-01-01 | Paper |
scientific article; zbMATH DE number 3751942 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3802676 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3709325 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3698100 (Why is no real title available?)
| 1979-01-01 | Paper |
