Zobrazeno 1 - 10
of 36
pro vyhledávání: '"Brahim, Brahimi"'
Autor:
Jihane Abdelli, Brahim Brahimi
Publikováno v:
Arab Journal of Mathematical Sciences, Vol 28, Iss 2, Pp 191-202 (2022)
Purpose – In this paper, the authors applied the empirical likelihood method, which was originally proposed by Owen, to the copula moment based estimation methods to take advantage of its properties, effectiveness, flexibility and reliability of th
Externí odkaz:
https://doaj.org/article/a02c0f5c53fd406bb2816d8d9f8253ec
Trimmed L-moments, were introduced by Elamir and Seheult(2003) to proposed a new estimation method for multi-parameter distributions when the mean doesn't exist or for heavy tailed distribution where the L-moments method which proposed by Hosking (19
Externí odkaz:
http://arxiv.org/abs/1607.06802
Publikováno v:
In Arab Journal of Mathematical Sciences January 2018 24(1):82-100
Publikováno v:
Journal of Combinatorial Optimization. 45
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7e736246d369bee9baa63505ab11bc5e
https://doi.org/10.1007/s10878-023-01006-9
https://doi.org/10.1007/s10878-023-01006-9
Autor:
Abida, Zahnit1 stat@yahoo.fr, Brahim, Brahimi1 b.brahimi@univ-biskra.dz, Djabrane, Yahia1 yahia.djabrane@univ-biskra.dz
Publikováno v:
Pakistan Journal of Statistics & Operation Research. 2021, Vol. 17 Issue 1, p235-245. 11p.
Autor:
Brahim Brahimi, Jihane Abdelli
Publikováno v:
Arab Journal of Mathematical Sciences. 28:191-202
PurposeIn this paper, the authors applied the empirical likelihood method, which was originally proposed by Owen, to the copula moment based estimation methods to take advantage of its properties, effectiveness, flexibility and reliability of the non
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f19990097aab3ae930e807f8533a38d
https://doi.org/10.1108/ajms-01-2021-0025
https://doi.org/10.1108/ajms-01-2021-0025
Publikováno v:
Journal of Siberian Federal University. Mathematics & Physics. :273-286
Inspired by L.Peng’s work on estimating the mean of heavy-tailed distribution in the case of completed data. we propose an alternative estimator and study its asymptotic normality when it comes to the right truncated random variable. A simulation s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::20e5bb67cc38414a9b523480271e14b3
https://doi.org/10.17516/1997-1397-2021-14-3-273-286
https://doi.org/10.17516/1997-1397-2021-14-3-273-286
Publikováno v:
Journal of Statistical Theory and Practice. 15
In this paper, we use the extreme value index estimator, called the t-Hill, to derive a robust estimator of conditional tail expectation (CTE) in the case of heavy-tailed losses. The CTE is rapidly turning into the favored measure for statutory asses
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1099d1e809c572155b23c460e1dd8f0c
https://doi.org/10.1007/s42519-020-00153-0
https://doi.org/10.1007/s42519-020-00153-0
Publikováno v:
2020 2nd International Conference on Mathematics and Information Technology (ICMIT).
In this paper we are concerned by a semiparametric estimation of Archimedean copulas models, two methods are mentioned, the method of moments and L-moments, recently developed by Brahimi et. al. (2012), Benatia et. al.(2012) whose advantage is to be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7bb229c6f87cd58b74364d92591dbc3b
https://doi.org/10.1109/icmit47780.2020.9046998
https://doi.org/10.1109/icmit47780.2020.9046998
Autor:
Brahim Brahimi, Jihane Abdelli
Publikováno v:
Insurance: Mathematics and Economics. 70:135-143
Estimating the distorted parameter in the case of non negative heavy-tailed losses has been treated in Brahimi et al. (2011). In this paper, we extend this work to the case of the real heavy-tailed losses. We derive an asymptotic distribution of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e909edc97d8e943d1f6648dc9d72020
https://doi.org/10.1016/j.insmatheco.2016.06.005
https://doi.org/10.1016/j.insmatheco.2016.06.005