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Brahimi Brahim
Brahimi Brahim
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A semiparametric estimation of copula models based on the method of moments
B Brahimi, A Necir
Statistical Methodology 9 (4), 467-477, 2012
322012
Le pouvoir, la presse et les intellectuels en Algérie
B Brahimi
(No Title), 1989
311989
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
262015
Copula conditional tail expectation for multivariate financial risks
B Brahim, B Fatah, Y Djabrane
Arab Journal of Mathematical Sciences 24 (1), 82-100, 2018
232018
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
202011
Le pouvoir, la presse et les droits de l'homme en Algérie
B Brahimi
Editions Marinoor, 1997
181997
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, 2015
152015
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
142013
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
132013
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
112015
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
82019
On robust tail index estimation under random censorship
A Sayah, D Yahia, B Brahimi
Afrika Statistika 9 (1), 671-683, 2014
82014
Bias-corrected estimation in distortion risk premiums for heavy-tailed losses
B Brahimi, F Meddi, A Necir
Afrika Statistika 7 (1), 474-490, 2012
82012
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
62015
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), 335–345-335–345, 2011
62011
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
62010
Distortion risk measures for sums of dependent losses
B Brahimi, D Meraghni, A Necir
Afrika Statistika 5 (1), 2010
62010
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
52017
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
42018
Robust estimator of distortion risk premiums for heavy-tailed losses
B Brahim, K Zoubir
http://arxiv.org/abs/1502.05017, 2015
42015
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