| Rates of strong uniform consistency for multivariate kernel density estimators E Giné, A Guillou Annales de l'Institut Henri Poincare (B) Probability and Statistics 38 (6 …, 2002 | 394 | 2002 |
| Extreme value theory and statistics of univariate extremes: a review MI Gomes, A Guillou International statistical review 83 (2), 263-292, 2015 | 269 | 2015 |
| A diagnostic for selecting the threshold in extreme value analysis A Guillou, P Hall Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2001 | 165 | 2001 |
| Modelling pairwise dependence of maxima in space P Naveau, A Guillou, D Cooley, J Diebolt Biometrika 96 (1), 1-17, 2009 | 162 | 2009 |
| On exponential representations of log-spacings of extreme order statistics J Beirlant, G Dierckx, A Guillou, C Staăricaă Extremes 5, 157-180, 2002 | 159 | 2002 |
| On consistency of kernel density estimators for randomly censored data: rates holding uniformly over adaptive intervals E Giné, A Guillou Annales de l'IHP Probabilités et statistiques 37 (4), 503-522, 2001 | 154 | 2001 |
| Statistics of extremes under random censoring JHJ Einmahl, A Fils-Villetard, A Guillou | 140 | 2008 |
| Estimation of the extreme-value index and generalized quantile plots J Beirlant, G Dierckx, A Guillou Bernoulli 11 (6), 949-970, 2005 | 137 | 2005 |
| Estimation of the extreme value index and extreme quantiles under random censoring J Beirlant, A Guillou, G Dierckx, A Fils-Villetard Extremes 10, 151-174, 2007 | 111 | 2007 |
| Estimating catastrophic quantile levels for heavy-tailed distributions G Matthys, E Delafosse, A Guillou, J Beirlant Insurance: Mathematics and Economics 34 (3), 517-537, 2004 | 104 | 2004 |
| Improving probability-weighted moment methods for the generalized extreme value distribution J Diebolt, A Guillou, P Naveau, P Ribereau REVSTAT-Statistical Journal 6 (1), 33–50-33–50, 2008 | 74 | 2008 |
| Bias-reduced estimators of the Weibull tail-coefficient J Diebolt, L Gardes, S Girard, A Guillou Test 17, 311-331, 2008 | 72 | 2008 |
| Bias correction in hydrologic GPD based extreme value analysis by means of a slowly varying function P Willems, A Guillou, J Beirlant Journal of Hydrology 338 (3-4), 221-236, 2007 | 66 | 2007 |
| Weibull tail-distributions revisited: a new look at some tail estimators L Gardes, S Girard, A Guillou Journal of Statistical Planning and Inference 141 (1), 429-444, 2011 | 64 | 2011 |
| Projection estimators of Pickands dependence functions A Fils‐Villetard, A Guillou, J Segers Canadian Journal of Statistics 36 (3), 369-382, 2008 | 64 | 2008 |
| Nonparametric regression estimation of conditional tails: the random covariate case Y Goegebeur, A Guillou, A Schorgen Statistics 48 (4), 732-755, 2014 | 63 | 2014 |
| Approximation of the distribution of excesses through a generalized probability-weighted moments method J Diebolt, A Guillou, I Rached Journal of Statistical Planning and Inference 137 (3), 841-857, 2007 | 55 | 2007 |
| Estimation of extreme quantiles from heavy and light tailed distributions J El Methni, L Gardes, S Girard, A Guillou Journal of Statistical Planning and Inference 142 (10), 2735-2747, 2012 | 54 | 2012 |
| Laws of the iterated logarithm for censored data E Giné, A Guillou The Annals of Probability 27 (4), 2042-2067, 1999 | 54 | 1999 |
| A new estimation method for Weibull-type tails based on the mean excess function G Dierckx, J Beirlant, D De Waal, A Guillou Journal of Statistical Planning and Inference 139 (6), 1905-1920, 2009 | 49 | 2009 |
Stéphane GirardInria, FranceVerified email at inrialpes.fr
