The following pages link to Brahim Brahimi (Q485977):
Displaying 21 items.
- (Q259852) (redirect page) (← links)
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855) (← links)
- Robust estimator of distortion risk premiums for heavy-tailed losses (Q281455) (← links)
- Distortion risk measures for sums of dependent losses (Q427961) (← links)
- On robust tail index estimation under random censorship (Q485978) (← links)
- A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold (Q527121) (← links)
- Optimal number of upper order statistics used in estimation for the coefficient of tail dependence (Q527123) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← 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)
- Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← 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 distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime (Q2520441) (← links)
- An optimized feature selection technique based on bivariate copulas ``GBCFS'' (Q2687941) (← links)
- Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’ (Q3103207) (← links)
- On copula moment: empirical likelihood based estimation method (Q5095867) (← links)
- Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models (Q5263991) (← links)
- (Q5885050) (← links)
