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person:"Jiménez-Martín, Juan-Ángel"
~person:"Einmahl, John H. J."
~person:"Guillou, Armelle"
~type_genre:"Article in journal"
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Search: subject_exact:"Ausreißer"
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Ausreißer
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Estimation theory
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Jiménez-Martín, Juan-Ángel
Einmahl, John H. J.
Guillou, Armelle
Chen Zhou
9
Herrera, Rodrigo
8
Kumar, Dilip
7
Yang, Fan
6
Zhang, Zhengjun
6
Cotter, John
5
Hou, Yanxi
5
Straetmans, Stefan
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Trabelsi, Abdelwahed
5
Asimit, Alexandru V.
4
Chen, Yu
4
Echaust, Krzysztof
4
Fabozzi, Frank J.
4
Ghorbel, Ahmed
4
Hoga, Yannick
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Hussain, Saiful Izzuan
4
Karmakar, Madhusudan
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Li, Steven
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Mao, Tiantian
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Nadarajah, Saralees
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Qin, Xiao
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Stork, Philip
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Stoyanov, Stoyan V.
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Trapin, Luca
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Giudici, Paolo
3
Goegebeur, Yuri
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Gonpot, Preethee Nunkoo
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Insurance / Mathematics & economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
2
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
3
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Yuri
;
Guillou, Armelle
;
Pedersen, Tine
;
Qin, Jing
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 102-122
Persistent link: https://www.econbiz.de/10013471190
Saved in:
4
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
5
Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin, Valérie
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011944097
Saved in:
6
Robust and bias-corrected estimation of the coefficient of tail dependence
Dutang, Christophe
;
Goegebeur, Yuri
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 46-57
Persistent link: https://www.econbiz.de/10010402739
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