The following pages link to Abdelhakim Necir (Q334034):
Displaying 30 items.
- (Q259854) (redirect page) (← links)
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855) (← links)
- Statistical estimate of the proportional hazard premium of loss under random censoring (Q281457) (← links)
- Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
- Distortion risk measures for sums of dependent losses (Q427961) (← links)
- Robust Bayesian inference of generalized Pareto distribution (Q505614) (← links)
- A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold (Q527121) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (Q861528) (← links)
- Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime (Q1941211) (← links)
- Bias-corrected estimation in distortion risk premiums for heavy-tailed losses (Q1941213) (← links)
- A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method (Q1941283) (← links)
- A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment (Q1948171) (← links)
- A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data (Q1951986) (← links)
- Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012) (← links)
- A semiparametric estimation of copula models based on the method of moments (Q2360899) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- A functional law of the iterated logarithm for kernel-type estimators of the tail index (Q2581648) (← links)
- Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’ (Q3103207) (← links)
- (Q3200379) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models (Q5263991) (← links)
- (Q5751659) (← links)
- Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data (Q6167551) (← links)
- Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data (Q6573852) (← links)
