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Brahim Brahimi

Identifiers

  • name variant Brahim Brahimi 0.60 · backfill

Papers (11)

  1. Tail empirical process and weighted extreme value index estimator for randomly right-censored data math.ST · 2018 · author #1
  2. A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold math.ST · 2016 · author #4
  3. Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation math.ST · 2016 · author #3
  4. Robust estimator of distortion risk premiums for heavy-tailed losses math.ST · 2015 · author #1
  5. Nelson-Aalen tail product-limit process and extreme value index estimation under random censorship math.ST · 2015 · author #1
  6. Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring math.ST · 2013 · author #1
  7. Involving copula functions in Conditional Tail Expectation math.ST · 2012 · author #1
  8. A Bias-reduced Estimator for the Mean of a Heavy-tailed Distribution with an Infinite Second Moment stat.ME · 2012 · author #1
  9. Copula representation of bivariate L-moments : A new estimation method for multiparameter 2-dimentional copula models stat.ME · 2011 · author #1
  10. Distortion risk measures for sums of dependent losses stat.ME · 2011 · author #1
  11. A semiparametric estimation of copula models based on the method of moments stat.ME · 2011 · author #1

Mentions

  • 1502.05017 #1 · backfill · confidence 0.70 Brahim Brahimi
  • 1502.03955 #1 · backfill · confidence 0.70 Brahim Brahimi
  • 1302.1666 #1 · backfill · confidence 0.70 Brahim Brahimi
  • 1205.4345 #1 · backfill · confidence 0.70 Brahim Brahimi
  • 1201.1578 #1 · backfill · confidence 0.70 Brahim Brahimi
  • 1106.2887 #1 · backfill · confidence 0.70 Brahim Brahimi
  • 1106.2791 #1 · backfill · confidence 0.70 Brahim Brahimi
  • 1105.6077 #1 · backfill · confidence 0.70 Brahim Brahimi

Frequent Coauthors