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Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed di...
International audience -
Wireless Link Quality Modelling and Mobility Management for Cellular Networks
This is a public English version of the final official version under legal deposit at Telecom ParisTech (which includes French extended abstract) -
Estimation of the Weibull tail-coefficient with linear combination of upper o...
We present a new family of estimators of the Weibull tail-coefficient. The Weibull tail-coefficient is defined as the regular variation coefficient of the inverse... -
Extreme values of random or chaotic discretization steps
URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/cesdp2012.html An article based on this working paper is accepted in Journal of Applied Mathematical Sciences -
Light tails: All summands are large when the empirical mean is large
It is well known that for a fixed number of independent identically distributed summands with light tail, large values of the sample mean are obtained only when all... -
Kernel estimators of extreme level curves
International audience -
Nadaraya's estimates for large quantiles and free disposal support curves
International audience -
Functional nonparametric estimation of conditional extreme quantiles
Special Issue: Statistical Methods and Problems in Infinite-dimensional Spaces - 1st International Workshop on Functional and Operatorial Statistics (IWFOS'2008) -
Estimation of the Weibull tail-coefficient with linear combination of upper o...
International audience -
Statistical analysis of traffic loads and their effects on bridges
Traffic load model in standard or specification for bridge design should guarantee all newly designed bridges to have sufficient security margin for future traffic.... -
Extreme values : covariates and bivariate case
This thesis presents a study of the extreme value theory and is focused on two subjects rarely analyzed: observations associated with covariates and dependence... -
There is a VaR Beyond Usual Approximations
Basel II and Solvency 2 both use the Value-at Risk (VaR) as the risk measure to compute the Capital Requirements. In practice, to calibrate the VaR, a normal... -
Extreme values of random tessellations
A random tessellation is a partition of the Euclidean space into polytopes that are called cells. Such a structure appears in many domains such as cellular biology,... -
Comparison of local indices for regional frequency analysis with an applicati...
International audience -
A note on the second order universality at the edge of Coulomb gases on the p...
Minor corrections. Accepted in Journal of Statistical Physics.
