Asymptotic normality of the extreme quantile estimator based on the POT method

Jean Diebolt; Armelle Guillou; Pierre Ribereau

Comptes Rendus. Mathématique, Volume 341 (2005) p. 307-312

Approximation of the distribution of excesses using a generalized probability weighted moment method

Jean Diebolt; Armelle Guillou; Imen Rached

Comptes Rendus. Mathématique, Volume 340 (2005) p. 383-388

A new extreme quantile estimator for heavy-tailed distributions

Amélie Fils; Armelle Guillou

Comptes Rendus. Mathématique, Volume 338 (2004) p. 493-498

A new look at probability-weighted moments estimators

Jean Diebolt; Armelle Guillou; Imen Rached

Comptes Rendus. Mathématique, Volume 338 (2004) p. 629-634

Extreme quantiles estimation for actuarial applications

Emmanuel Delafosse; Armelle Guillou

Comptes Rendus. Mathématique, Volume 339 (2004) p. 287-292

Almost sure convergence of a tail index estimator in the presence of censoring

Emmanuel Delafosse; Armelle Guillou

Comptes Rendus. Mathématique, Volume 335 (2002) p. 375-380