A semiparametric estimation of copula models based on the method of moments B Brahimi, A Necir Statistical Methodology 9 (4), 467-477, 2012 | 32 | 2012 |
Le pouvoir, la presse et les intellectuels en Algérie B Brahimi (No Title), 1989 | 32 | 1989 |
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 | 26 | 2015 |
Copula conditional tail expectation for multivariate financial risks B Brahim, B Fatah, Y Djabrane Arab Journal of Mathematical Sciences 24 (1), 82-100, 2018 | 23 | 2018 |
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 | 20 | 2011 |
Le pouvoir, la presse et les droits de l'homme en Algérie B Brahimi Editions Marinoor, 1997 | 18 | 1997 |
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 | 15 | 2015 |
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 | 14 | 2013 |
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 | 13 | 2013 |
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 | 11 | 2015 |
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 | 9 | 2019 |
On robust tail index estimation under random censorship A Sayah, D Yahia, B Brahimi Afrika Statistika 9 (1), 671-683, 2014 | 8 | 2014 |
Bias-corrected estimation in distortion risk premiums for heavy-tailed losses B Brahimi, F Meddi, A Necir Afrika Statistika 7 (1), 474-490, 2012 | 8 | 2012 |
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 | 6 | 2015 |
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 | 6 | 2011 |
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 | 6 | 2010 |
Distortion risk measures for sums of dependent losses B Brahimi, D Meraghni, A Necir Afrika Statistika 5 (1), 2010 | 6 | 2010 |
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 | 5 | 2017 |
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 | 4 | 2018 |
Robust estimator of distortion risk premiums for heavy-tailed losses B Brahim, K Zoubir http://arxiv.org/abs/1502.05017, 2015 | 4 | 2015 |