The following pages link to Yuri Goegebeur (Q261472):
Displaying 50 items.
- 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)
- (Q314589) (redirect page) (← links)
- Kernel regression with Weibull-type tails (Q314591) (← links)
- (Q419176) (redirect page) (← links)
- Asymptotically unbiased estimation of the second order tail parameter (Q419178) (← links)
- (Q500813) (redirect page) (← links)
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
- Dispersion models for extremes (Q650741) (← links)
- Conditional marginal expected shortfall (Q826003) (← 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 speeded item response model with gradual process change (Q946676) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
- Burr regression and portfolio segmentation (Q1282142) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- (Q1582509) (redirect page) (← links)
- Tail index estimation and an exponential regression model (Q1582511) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← 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)
- Goodness-of-fit testing for Weibull-type behavior (Q2270264) (← 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)
- Robust conditional Weibull-type estimation (Q2351695) (← links)
- On kernel estimation of the second order rate parameter in multivariate extreme value statistics (Q2407489) (← links)
- Robust estimation of the Pickands dependence function under random right censoring (Q2421402) (← links)
- Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
- A goodness-of-fit statistic for Pareto-type behaviour (Q2571221) (← links)
- Extreme value estimation of the conditional risk premium in reinsurance (Q2656989) (← links)
- Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
- A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
- Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)
- A local moment type estimator for an extreme quantile in regression with random covariates (Q2980063) (← links)
- Generalized Kernel Estimators for the Weibull-Tail Coefficient (Q3064102) (← links)
- Mixed Models for the Analysis of Optimization Algorithms (Q3064522) (← links)
- (Q3433264) (← links)
- A Local-Influence-Based Diagnostic Approach to a Speeded Item Response Theory Model (Q3435367) (← links)
- Diagnostic Checks for Discrete Data Regression Models Using Posterior Predictive Simulations (Q4485117) (← links)
- Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
- Local Estimation of the Conditional Stable Tail Dependence Function (Q4685445) (← links)
- Nonparametric estimation of extreme conditional quantiles (Q4818622) (← links)
