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- Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring
- Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behaviour
- A Lynden-Bell integral estimator for extremes of randomly truncated data
- A test for comparing tail indices for heavy-tailed distributions via empirical likelihood
- Moment estimators of the extreme value index for randomly censored data in the Weibull domain of attraction
- New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
- Estimation of second order parameters using probability-weighted moments
- Empirical Likelihood based Confidence Regions for first order parameters of a heavy tailed distribution
- Estimation du paramètre de second ordre par la méthode des moments pondérés
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Penultimate approximation for the excesses
auteurRym WormsComptes rendus de l'Académie des sciences. Série I, Mathématique 332 (2001) 1025--1030