Yazar "Idiou, Nesrine" için listeleme
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Modified bisection algorithm in estimating the extreme value index under random censoring
Kouider, Mohammed Ridha; Idiou, Nesrine; Fatah, Benatia (Işık University Press, 2023-10)The Generalized Pareto Distribution (GPD) has long been employed in the theories of extreme values. In this paper, we are interested by estimating the extreme value index under censoring. Using a maximum likelihood estimator ... -
A semi-parametric estimation of copula models based on moments method under right censoring
Idiou, Nesrine; Benatia, Fatah; Brahimi, Brahim (Işık University Press, 2023-07)Based on the classical estimation method of moments, a new copula estimator was proposed for censored bivariate data. As theoretical results, general formulas were proved with analytical forms of the obtained estimators. ...
