most citedA strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data

3 citations · 5 across the 3 of their papers we have counts for

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stat.ME2011★ 2 cited

Copula representation of bivariate L-moments : A new estimation method for multiparameter 2-dimentional copula models

Brahim Brahimi, Fateh Chebana, Abdelhakim Necir

Recently, Serfling and Xiao (2007) extended the L-moment theory (Hosking, 1990) to the multivariate setting. In the present paper, we focus on the two-dimension random vectors to e…

stat.ME2011

Distortion risk measures for sums of dependent losses

Brahim Brahimi, Djamel Meraghni, Abdelhakim Necir

We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expe…