The following pages link to Armelle Guillou (Q209003):
Displaying 50 items.
- (Q163405) (redirect page) (← links)
- A weighted mean excess function approach to the estimation of Weibull-type tails (Q261473) (← links)
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Kernel regression with Weibull-type tails (Q314591) (← links)
- Frontier estimation with kernel regression on high order moments (Q391532) (← links)
- (Q434575) (redirect page) (← links)
- Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
- Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
- Return level bounds for discrete and continuous random variables (Q619125) (← links)
- Almost sure convergence of a tail index estimator in the presence of censoring. (Q700313) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- Estimation of extreme conditional quantiles under a general tail-first-order condition (Q778874) (← links)
- Conditional marginal expected shortfall (Q826003) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- Approximation of the distribution of excesses through a generalized probability-weighted moments method (Q866629) (← links)
- An estimator for the tail index of an integrated conditional Pareto-Weibull-type model (Q893950) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- A LAN based Neyman smooth test for Pareto distributions (Q935416) (← links)
- Improving extreme quantile estimation via a folding procedure (Q963870) (← links)
- Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
- Statistics of extremes under random censoring (Q1002583) (← links)
- Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
- Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
- Weighted bootstraps for the variance (Q1125547) (← links)
- Efficient weighted bootstraps for the mean (Q1298939) (← links)
- On exponential representations of log-spacings of extreme order statistics (Q1424676) (← links)
- A new extreme quantile estimator for heavy-tailed distributions (Q1433394) (← links)
- Laws of the iterated logarithm for censored data (Q1577751) (← links)
- Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Estimating the parameters of a seasonal Markov-modulated Poisson process (Q1731379) (← links)
- Approximation of the distribution of excesses using a generalized probability weighted moment method (Q1771045) (← links)
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées) (Q1863428) (← links)
- A new look at probability-weighted moments estimators (Q1876816) (← links)
- Extreme quantiles estimation for actuarial applications (Q1887025) (← links)
- Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
- Estimating an endpoint with high-order moments (Q1946883) (← links)
- On the smoothed bootstrap (Q1969149) (← links)
- Local robust estimation of the Pickands dependence function (Q1991678) (← links)
- Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
- Nonparametric estimation of conditional marginal excess moments (Q2101474) (← links)
- Bias correction in conditional multivariate extremes (Q2180077) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Estimating an endpoint with high order moments in the Weibull domain of attraction (Q2231020) (← links)
- Goodness-of-fit testing for Weibull-type behavior (Q2270264) (← links)
- Bias-reduced estimators for bivariate tail modelling (Q2276254) (← links)
- Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)
- An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index (Q2350660) (← links)
