Armelle Guillou

发表

A Gamma-moment approach to monotonic boundaries estimation: with applications in econometric and nuclear fields

Abdelaati Daouia, Stephane Girard, Armelle Guillou, 2012 .

An Extreme Value Theory approach for the early detection of time clusters with application to the surveillance of Salmonella

Armelle Guillou, Marie Kratz, Yann Le Strat, 2010 .

Special issue on Statistics of extremes and applications

Armelle Guillou, 2018 .

A non‐parametric entropy‐based approach to detect changes in climate extremes

Philippe Naveau, Armelle Guillou, Théo Rietsch, 2014 .

An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index

Armelle Guillou, Goedele Dierckx, Yuri Goegebeur, 2013, J. Multivar. Anal..

Frontier estimation with kernel regression on high order moments

Stéphane Girard, Armelle Guillou, Gilles Stupfler, 2013, J. Multivar. Anal..

An overview of different techniques to quantify uncertainties on global statistics for geostatistical modelling

Petter Mostad, Armelle Guillou, P. Y. Biver, 1999 .

Extreme Value Theory and Statistics of Univariate Extremes: A Review

M. Ivette Gomes, Armelle Guillou, A. Guillou, 2015 .

Inference for asymptotically independent samples of extremes

Simone A. Padoan, Armelle Guillou, Stefano Rizzelli, 2018, J. Multivar. Anal..

Bias-corrected estimation of stable tail dependence function

Jan Beirlant, Armelle Guillou, Mikael Escobar-Bach, 2016, J. Multivar. Anal..

A Weissman-type estimator of the conditional marginal expected shortfall

Armelle Guillou, Yuri Goegebeur, Jing Qin, 2020, Econometrics and Statistics.

Extreme value estimation of the conditional risk premium in reinsurance

Armelle Guillou, Yuri Goegebeur, Jing Qin, 2021, Insurance: Mathematics and Economics.

Conditional marginal expected shortfall

Armelle Guillou, Yuri Goegebeur, Jing Qin, 2021, Extremes.

Estimating catastrophic quantile levels for heavy-tailed distributions

Jan Beirlant, Armelle Guillou, J. Beirlant, 2004 .

IMPROVING PROBABILITY-WEIGHTED MOMENT METHODS FOR THE GENERALIZED EXTREME VALUE DISTRIBUTION

Philippe Naveau, Armelle Guillou, Jean Diebolt, 2008 .

A note of caution when interpreting parameters of the distribution of excesses

Philippe Naveau, Armelle Guillou, Pierre Ribereau, 2011 .

Bias correction in hydrologic GPD based extreme value analysis by means of a slowly varying function

Patrick Willems, Jan Beirlant, Armelle Guillou, 2007 .

Autoregressive models for maxima and their applications to CH4 and N2O

Mathieu Vrac, Philippe Naveau, Armelle Guillou, 2009 .

Estimation of the extreme-value index and generalized quantile plots

Jan Beirlant, Armelle Guillou, Goedele Dierckx, 2005 .

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

Jan Beirlant, Armelle Guillou, Goedele Dierckx, 2007 .

Bias-reduced extreme quantile estimators of Weibull tail-distributions

Laurent Gardes, Armelle Guillou, Jean Diebolt, 2008, 1103.6204.

A diagnostic for selecting the threshold in extreme value analysis

Armelle Guillou, Peter Hall, P. Hall, 2001 .

Peaks-Over-Threshold Modeling Under Random Censoring

Jan Beirlant, Armelle Guillou, Gwladys Toulemonde, 2010 .

A LAN based Neyman smooth test for Pareto distributions

Michael Falk, Armelle Guillou, Gwladys Toulemonde, 2008 .

ASYMPTOTIC BEHAVIOUR OF REGULAR ESTIMATORS

Armelle Guillou, A. Guillou, 2022 .

Estimating an endpoint with high order moments in the Weibull domain of attraction

Armelle Guillou, Stéphane Girard, Gilles Stupfler, 2012 .

Estimation of extreme quantiles from heavy and light tailed distributions

Laurent Gardes, Armelle Guillou, Stéphane Girard, 2012 .

Estimating return levels from maxima of non-stationary random sequences using the Generalized PWM method

Philippe Naveau, Armelle Guillou, Pierre Ribereau, 2008 .

Uniform strong consistency of a frontier estimator using kernel regression on high order moments

Stephane Girard, Armelle Guillou, Gilles Stupfler, 2012, 1212.3111.

Laws of the Iterated Logarithm for Censored Data

Armelle Guillou, Evarist Giné, E. Giné, 1999 .

Modelling pairwise dependence of maxima in space

Daniel Cooley, Philippe Naveau, Armelle Guillou, 2009 .

Goodness-of-fit testing for Weibull-type behavior

Armelle Guillou, Yuri Goegebeur, A. Guillou, 2010 .

Reduced-bias estimator of the Conditional Tail Expectation of heavy-tailed distributions

Armelle Guillou, El Hadji Deme, Stéphane Girard, 2015 .

Statistics of Extremes Under Random Censoring

Armelle Guillou, A. Guillou, J. Einmahl, 2006, 0803.2162.

On Exponential Representations of Log-Spacings of Extreme Order Statistics

Jan Beirlant, Armelle Guillou, Goedele Dierckx, 2002 .