32 citations · 53 across the 11 of their papers we have counts for
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stat.ME2020
A sequential design for extreme quantiles estimation under binary sampling
Michel Broniatowski, Emilie Miranda
We propose a sequential design method aiming at the estimation of an extreme quantile based on a sample of dichotomic data corresponding to peaks over a given threshold. This study…
stat.ME2012
Weighted sampling, Maximum Likelihood and minimum divergence estimators
Michel Broniatowski, Zhansheng Cao
This paper explores Maximum Likelihood in parametric models in the context of Sanov type Large Deviation Probabilities. MLE in parametric models under weighted sampling is shown to…