Brahimi Brahim
Brahimi Brahim
Adresse e-mail validée de univ-biskra.dz - Page d'accueil
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Copula representation of bivariate L-moments: a new estimation method for multiparameter two-dimensional copula models
B Brahimi, F Chebana, A Necir
Statistics 49 (3), 497-521, 2015
252015
A semiparametric estimation of copula models based on the method of moments
B Brahimi, A Necir
Statistical Methodology 9 (4), 467-477, 2012
242012
Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
B Brahimi, D Meraghni, A Necir, R Zitikis
Insurance: Mathematics and economics 49 (3), 325-334, 2011
172011
Approximations to the tail index estimator of a heavy-tailed distribution under random censoring and application
B Brahimi, D Meraghni, A Necir
arXiv preprint arXiv:1302.1666, 2013
112013
Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
B Brahimi, D Meraghni, A Necir
Mathematical Methods of Statistics 24 (4), 266-279, 2015
92015
A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment
B Brahimi, D Meraghni, A Necir, D Yahia
Journal of Statistical Planning and Inference 143 (6), 1064-1081, 2013
92013
On the asymptotic normality of Hill’s estimator of the tail index under random censoring
B Brahimi, D Meraghni, A Necir
Preprint: arXiv-1302.1666, 44, 2013
72013
Bias-corrected estimation in distortion risk premiums for heavy-tailed losses
B Brahimi, F Meddi, A Necir
Afrika Statistika 7 (1), 474-490, 2012
72012
Copula conditional tail expectation for multivariate financial risks
B Brahim, B Fatah, Y Djabrane
Arab Journal of Mathematical Sciences 24 (1), 82-100, 2018
52018
A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method
F Benatia, B Brahimi, A Necir
Afrika statistika 6 (1), 335–345, 2011
52011
Distortion risk measures for sums of dependent losses
B Brahimi, D Meraghni, A Necir
Afrika Statistika 5 (1), 2010
52010
On robust tail index estimation under random censorship
A Sayah, D Yahia, B Brahimi
Afrika Statistika 9 (1), 671-683, 2014
42014
Erratum to:‘Statistical estimate of the proportional hazard premium of loss’
A Necir, B Brahimi, D Meraghni
Scandinavian Actuarial Journal 2010 (3), 246-247, 2010
42010
Nelson-Aalen tail product-limit process and extreme value index estimation under random censorship
B Brahimi, D Meraghni, A Necir
arXiv preprint arXiv:1502.03955, 2015
32015
Statistics of Bivariate Extreme Values
B BRAHIMI
UNIVERSITE DE MOHAMED KHIDER BISKRA, 2011
32011
Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation
N Haouas, A Necir, B Brahimi
Journal of Statistical Theory and Practice 13 (1), 7, 2019
22019
Tail empirical process and weighted extreme value index estimator for randomly right-censored data
B Brahimi, D Meraghni, A Necir, L Soltane
arXiv preprint arXiv:1801.00572, 2018
22018
Bias-reduced estimation of Wang's two-sided deviation risk measure under Levy-stable regime
B Brahimi, D Meraghni, A Necir, S Touba
Afrika Statistika 7 (1), 441-458, 2012
22012
Optimal number of upper order statistics used in estimation for the coeffcient of tail dependence
S Betteka, B Brahimi
Afrika Statistika 12 (1), 1171-1184, 2017
12017
A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold
N Haouas, A Necir, D Meraghni, B Brahimi
Afrika Statistika 12 (1), 1159-1170, 2017
12017
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