Armelle Guillou - Publications, H-index & Citations

Armelle Guillou

universites de strasbourg etablissements associes

24H指数

159论文数

2.0K被引数

收录论文 8

发表时间

Marginal expected shortfall risk measure for time series

Statistical Inference for Stochastic Processes

IF1

2025-11-03

OAAI

Goegebeur, Yuri; Guillou, Armelle; Qin, Jing

Estimation of the conditional tail moment risk measure under random right censoring 在随机右删失下对条件尾部矩风险测度的估计

SCANDINAVIAN ACTUARIAL JOURNAL

IF0

2025-09-01

OAAI

Bladt, Martin; Goegebeur, Yuri; Guillou, Armelle

LOCAL ROBUST ESTIMATION OF THE PICKANDS DEPENDENCE FUNCTION

ANNALS OF STATISTICS

IF3.7

2018-12-01

OAAI

Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle

A non-parametric entropy-based approach to detect changes in climate extremes

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

IF3.6

2014-03-17

OAAI

Naveau, Philippe; Guillou, Armelle; Rietsch, Theo

A Γ-moment approach to monotonic boundary estimation

JOURNAL OF ECONOMETRICS

IF4

2014-02-01

OAAI

Daouia, Abdelaati; Girard, Stephane; Guillou, Armelle

A note of caution when interpreting parameters of the distribution of excesses

ADVANCES IN WATER RESOURCES

IF4.2

2011-10-01

PREAI

Ribereau, Pierre; Naveau, Philippe; Guillou, Armelle

Bias correction in hydrologic GPD based extreme value analysis by means of a slowly varying function

JOURNAL OF HYDROLOGY

IF6.3

2007-05-01

PREAI

Willems, Patrick; Guillou, Armelle; Beirlant, Jan

A diagnostic for selecting the threshold in extreme value analysis

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

IF3.6

2002-01-06

OAAI

Guillou, A; Hall, P

研究方向