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20112018
most citedTail empirical process and weighted extreme value index estimator for randomly right-censored data

2 citations · 5 across the 7 of their papers we have counts for

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math.ST2012

Involving copula functions in Conditional Tail Expectation

Brahim Brahimi

Our goal in this paper is to propose an alternative risk measure which takes into account the fluctuations of losses and possible correlations between random variables. This new no…

stat.ME2012

A Bias-reduced Estimator for the Mean of a Heavy-tailed Distribution with an Infinite Second Moment

Brahim Brahimi, Djamel Meraghni, Abdelhakim Necir +1

We use bias-reduced estimators of high quantiles, of heavy-tailed distributions, to introduce a new estimator of the mean in the case of infinite second moment. The asymptotic norm…