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Abdelhakim Necir

Identifiers

  • name variant Abdelhakim Necir 0.60 · backfill

Papers (17)

  1. Weighted and Truncated Tail Index Estimation under Random Censoring: A Unified Full-Range Framework math.ST · 2026 · author #1
  2. Tail empirical process and weighted extreme value index estimator for randomly right-censored data math.ST · 2018 · author #3
  3. Koml\'os-Major-Tusn\'ady approximations to increments of uniform empirical processes math.ST · 2017 · author #1
  4. A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold math.ST · 2016 · author #2
  5. Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation math.ST · 2016 · author #2
  6. Statistical estimate of the proportional hazard premium of loss under random censoring math.ST · 2016 · author #3
  7. Kernel estimation of the tail index of a right-truncated Pareto-type distribution math.ST · 2015 · author #3
  8. Estimating the mean of a heavy-tailed distribution under random censoring math.ST · 2015 · author #3
  9. Tail product-limit process for truncated data with application to extreme value index estimation math.ST · 2015 · author #3
  10. Nelson-Aalen tail product-limit process and extreme value index estimation under random censorship math.ST · 2015 · author #3
  11. Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring math.ST · 2013 · author #3
  12. A Bias-reduced Estimator for the Mean of a Heavy-tailed Distribution with an Infinite Second Moment stat.ME · 2012 · author #3
  13. Copula representation of bivariate L-moments : A new estimation method for multiparameter 2-dimentional copula models stat.ME · 2011 · author #3
  14. Distortion risk measures for sums of dependent losses stat.ME · 2011 · author #3
  15. A semiparametric estimation of copula models based on the method of moments stat.ME · 2011 · author #2
  16. Coupled risk measures and their empirical estimation when losses follow heavy-tailed distributions math.ST · 2011 · author #1
  17. A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data math.ST · 2008 · author #3

Mentions

  • 1507.03178 #3 · backfill · confidence 0.70 Abdelhakim Necir
  • 1507.01548 #3 · backfill · confidence 0.70 Abdelhakim Necir
  • 1502.03955 #3 · backfill · confidence 0.70 Abdelhakim Necir
  • 1302.1666 #3 · backfill · confidence 0.70 Abdelhakim Necir
  • 1201.1578 #3 · backfill · confidence 0.70 Abdelhakim Necir
  • 1106.2887 #3 · backfill · confidence 0.70 Abdelhakim Necir
  • 1106.2791 #3 · backfill · confidence 0.70 Abdelhakim Necir
  • 1105.6077 #2 · backfill · confidence 0.70 Abdelhakim Necir
  • 1105.6031 #1 · backfill · confidence 0.70 Abdelhakim Necir
  • 0810.1156 #3 · backfill · confidence 0.70 Abdelhakim Necir

Frequent Coauthors