Jonathan El Methni

发表

Revisiting Weissman estimator for extreme quantiles

Stéphane Girard, Jonathan El Methni, 2021 .

Nonparametric estimation of extreme risk measures from conditional heavy-tailed distributions

Jonathan El Methni, S. Girard, L. Gardes, 2013 .

Non‐parametric Estimation of Extreme Risk Measures from Conditional Heavy‐tailed Distributions

Jonathan El Methni, S. Girard, L. Gardes, 2014 .

Estimation of extreme quantiles from heavy and light tailed distributions

Laurent Gardes, Armelle Guillou, Stéphane Girard, 2012 .

Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions

Jonathan El Methni, G. Stupfler, 2017 .

Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions

Jonathan El Methni, G. Stupfler, 2015 .

Kernel estimation of extreme regression risk measures

Jonathan El Methni, S. Girard, L. Gardes, 2018 .

Frontier estimation based on extreme risk measures

Jonathan El Methni, S. Girard, L. Gardes, 2016 .

The robusTest package: two-sample tests revisited

Jonathan El Methni, J. Dedecker, O. Bouaziz, 2022, 2211.08784.

Estimation of risk measures for extreme pluviometrical measurements

Jonathan El Methni, S. Girard, L. Gardes, 2016 .

Nonparametric estimation of extreme risks from heavy-tailed distributions

Jonathan El Methni, S. Girard, L. Gardes, 2013 .

Estimation of Extreme Risk Measures from Heavy-tailed distributions

Jonathan El Methni, S. Girard, L. Gardes, 2013 .

Estimation of a new parameter discriminating between Weibull tail-distributions and heavy-tailed distributions

Jonathan El Methni, S. Girard, A. Guillou, 2011 .