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9 research outputs found

Projection Estimates of Constrained Functional Parameters

Author: Fils-Villetard A.
Guillou A.
Segers J.
Publication venue
Publication date
Field of study

AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;estimation;convex function;extreme value copula;Pickands dependence function;projection;shape constraint;support function;tangent cone

Research Papers in Economics

Projection Estimates of Constrained Functional Parameters

Author: Fils-Villetard A.
Guillou A.
Segers J.
Publication venue: 'Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Gora'
Publication date: 01/01/2005
Field of study

AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;

Tilburg University Repository

Statistics of Extremes under Random Censoring

Author: Einmahl J.H.J.
Fils-Villetard A.
Guillou A.
Publication venue: 'Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Gora'
Publication date: 01/01/2006
Field of study

AMS classifications: 62G05; 62G20; 62G32; 62N02;

Tilburg University Repository

Projection Estimates of Constrained Functional Parameters

Author: Fils-Villetard A.
Guillou A.
Segers J.
Publication venue: 'Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Gora'
Publication date: 01/01/2005
Field of study

AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32

Estimation of the extreme value index and extreme quantiles under random censoring

Author: A. Balkema
A.G. Davison
A.L.M. Dekkers
Amélie Fils-Villetard
Armelle Guillou
B.M. Hill
D.R. Cox
D.W. Hosmer
E.L. Kaplan
G. Draisma
Goedele Dierckx
J. Beirlant
J. Beirlant
J. Beirlant
J. Pickands III
Jan Beirlant
L. Haan de
N.H. Bingham
P. Hall
P.K. Andersen
R.D. Reiss
R.L. Smith
S. Csörgő
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Extreme value copula estimation based on block maxima of a multivariate stationary time series

Author: A Bücher
A Bücher
A Bücher
A Charpentier
A Fils-Villetard
A van der Vaart
Axel Bücher
B Berghaus
C Genest
C Genest
EJ Gumbel
EJ Gumbel
F Amram
G Gudendorf
G Gudendorf
I Kojadinovic
I Kojadinovic
J Beirlant
J Hsler
J Segers
JA Tawn
JA Tawn
Johan Segers
L Peng
MR Leadbetter
P Deheuvels
P Doukhan
P Prescott
RC Bradley
RL Smith
S Demarta
T Hsing
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Non Linear Models for Extremal Dependence

Author: A C Davison
A C Davison
A C Davison
A Charpentier
A Fils-Villetard
B Renard
C Genest
D Ruppert
E Cormier
G Gudendorf
G Gudendorf
G Marcon
G Marra
G Schwarz
H Drees
J A Tawn
J Beirlant
J Pickands
L De Haan
L De Haan
Linda Mhalla
M Carvalho
M Escobar-Bach
M G Akritas
M Schlather
M Schlather
M Schlather
P
P Asadi
P Cap�r� A
P Deheuvels
P Green
P Hall
P Jonathan
P T Ng
P T Ng
Philippe Naveau
R Core Team
R Huser
R Koenker
R W Katz
S Coles
S Coles
S I Resnick
S N Wood
T J Hastie
V Chavez-Demoulin
V Chavez-Demoulin
V Chavez-Demoulin
Vallrie Chavez-Demoulin
X He
X Huang
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

Spin-off Extreme Value and Archimedean copulas for estimating the bivariate structural risk

Author: A Bücher
A Bücher
A Charpentier
A Fils-Villetard
A Sklar
AC Davison
AJ McNeil
AJ McNeil
APAT
BVM Mendes
C Genest
C Genest
C Genest
C Genest
C Lemieux
C Saad
D Dimitrova
E Bernardino Di
E Cormier
E Volpi
E. Perrone
F Durante
F Durante
F Durante
F. Durante
G Gudendorf
G Salvadori
G Salvadori
G Salvadori
G Salvadori
G Salvadori
G Salvadori
G Salvadori
G Salvadori
G. Salvadori
H Joe
H Kazianka
I Kojadinovic
I Kojadinovic
J Beirlant
J Carnicero
J Pickands
JF Mai
K Ghoudi
M Hofert
M Meyer
N Ben Ghorbal
P Barbe
P Jaworski
P Lambert
R Nelsen
R. Pappadà
S Engelund
S Grimaldi
T Hutchinson
X Ming
Y Malevergne
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

A comparison of dependence function estimators in multivariate extremes

Author: A Bücher
A Fils-Villetard
AC Davison
AG Stephenson
B Berghaus
B Li
BC Varin
BYP Capéràa
BYP Capéràa
C Genest
C Genest
C Varin
D Zhang
E Cormier
E Liebscher
EJ Gumbel
EJ Gumbel
G Gudendorf
G Gudendorf
G Marcon
G Marcon
G Matheron
GG Lorenz
J Beirlant
J Camicer
J Pickands
J Segers
JA Tawn
JA Tawn
JE Gentle
JH Einmahl
JH Einmahl
JR Jiménez
L Haan de
L Haan de
M Schlather
M Schlather
Marc G. Genton
P Deheuvels
P Hall
P Naveau
P Ressel
R Huser
R Nelsen
Raphaël Huser
RL Smith
S Guillotte
Sa Padoan
Sabrina Vettori
SG Coles
SI Resnick
T Sauer
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

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