83 citations · 86 across the 5 of their papers we have counts for
6 papers
Risk measure estimation for -mixing time series and applications
Valérie Chavez-Demoulin, Armelle Guillou
In this paper, we discuss the application of extreme value theory in the context of stationary -mixing sequences that belong to the Fréchet domain of attraction. In particular,…
Uniform strong consistency of a frontier estimator using kernel regression on high order moments
Stephane Girard, Armelle Guillou, Gilles Stupfler
We consider the high order moments estimator of the frontier of a random pair introduced by Girard, S., Guillou, A., Stupfler, G. (2012). {\it Frontier estimation with kernel regre…
Bias-reduced extreme quantiles estimators of Weibull-tail distributions
Jean Diebolt, Laurent Gardes, Stéphane Girard +1
In this paper, we consider the problem of estimating an extreme quantile of a Weibull tail-distribution. The new extreme quantile estimator has a reduced bias compared to the more…
Bias-reduced estimators of the Weibull tail-coefficient
J. Diebolt, L. Gardes, S. Girard +1
In this paper, we consider the problem of the estimation of a Weibull tail-coefficient. In particular, we propose a regression model, from which we derive a bias-reduced estimator.…
An Extreme Value Theory approach for the early detection of time clusters with application to the surveillance of Salmonella
Armelle Guillou, Marie Kratz, Yann Le Strat
We propose a method to generate a warning system for the early detection of time clusters applied to public health surveillance data. This new method relies on the evaluation of a…
Statistics of extremes under random censoring
John H. J. Einmahl, Amélie Fils-Villetard, Armelle Guillou
We investigate the estimation of the extreme value index when the data are subject to random censorship. We prove, in a unified way, detailed asymptotic normality results for vario…