الرئيسية › دليل الباحثين › Brahim Brahimi
Brahim Brahimi
إبراهيم براهيمي(كتابة آلية)
الانتماء : University of Biskra
- 31منشورات (انتماء جزائري)
- 42مجموع المنشورات
- 273الاستشهادات
- 7مؤشر h
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إنشاء ملفي المجاني إضافة منشوراتيمجالات البحث
- Probability and Risk Models
- Statistical Distribution Estimation and Applications
- Probability and Statistical Research
- Financial Risk and Volatility Modeling
- Statistical Methods and Inference
المنشورات (31)
- Deep learning meets extreme values: The Neural Hill estimator
- Bivariate L-moments: A Hybrid Estimation Approach for Dependence and Marginal Parameters with Applications to Bivariate Pareto Models
- Estimation of distortion risk premiums in reinsurance under random right-censoring
- Growth of solutions to the coupled nonlinear Klein-Gordon equations with distributed delay, strong damping and source terms
- An optimized feature selection technique based on bivariate copulas “GBCFS”
- Robust Estimator of Conditional Tail Expectation of Pareto-Type Distribution
- Robust estimation of the extreme value index of Pareto-type distributions under random truncation with applications
- On copula moment: empirical likelihood based estimation method
- Bias And RMSE of Archimedean Copula using Moment And L-Moments Methods
- Estimating the Second-Order Parameter of Regular Variation and Bias Reduction in Tail Index Estimation Under Random Truncation
- Tail empirical process and weighted extreme value index estimator for randomly right-censored data
- Copula conditional tail expectation for multivariate financial risks
- A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold
- optimal number of upper order statistics used in estimation for the coefficient of tail dependence
- Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
- Robust estimator of distortion risk premiums for heavy-tailed losses
- Copula representation of bivariateL-moments: a new estimation method for multiparameter two-dimensional copula models
- A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment
- Bias-corrected estimation in distortion risk premiums for heavy-tailed losses
- Involving copula functions in Conditional Tail Expectation
- Bias-reduced estimation of Wang's two-sided deviation risk measure under Levy-stable regime
- A semiparametric estimation of copula models based on the method of moments
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
- A Semiparametric Estimation of Copula Models Based on the Method of Moments
- Copula Representation of Bivariate L-Moments: A New Estimation Method for Multiparameter 2-Dimensional Copula Models
- Distortion risk measures for sums of dependent losses
- A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method
- A semiparametric estimation of copula models based on the method of moments
- Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’
- ASYMPTOTIC DISTRIBUTIONS OF LINEAR AND NON-LINEAR COMBINATIONS OF EXTREME ORDER STATISTICS
المؤلفون المشاركون
- Abdelhakim Necir
- Djamel Meraghni
- Jihane Abdelli
- Fatah Benatia
- Djabrane Yahia
- Nawel Haouas
- Samah Betteka
- Jihane Abdell
- Boulerbah Merrad
- F. Meddi
- S Touba
- Dalal Lala Bouali
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