2 citations · 2 across the 1 of their papers we have counts for
3 papers
Tail empirical process and weighted extreme value index estimator for randomly right-censored data
Brahim Brahimi, Djamel Meraghni, Abdelhakim Necir +1
A tail empirical process for heavy-tailed and right-censored data is introduced and its Gaussian approximation is established. In this context, a (weighted) new Hill-type estimator…
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…
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…