Yuri Goegebeur

Finance · 2000–2014

A researcher in the Science corpus: 7 papers; trusts 13 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 27 citations into it; #4,144 of 10,518 by trust here, #6,671 by citations
• Statistics and Probability — 18 citations into it; #4,651 of 12,932 by trust here, #4,650 by citations
• Global and Planetary Change — 13 citations into it; #3,347 of 10,225 by trust here, #7,962 by citations
• Economics and Econometrics — 10 citations into it

Whom Yuri Goegebeur trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Laurent Gardes
2. Jan Beirlant
3. A. C. Davison
4. Stéphane Girard
5. M. Ivette Gomes
6. Laurens de Haan
7. V. Chavez‐Demoulin
8. Frederico Caeiro
9. Abdelaati Daouia
10. Nicole A. Lazar

Who trusts Yuri Goegebeur overall

1. Laurent Gardes
2. Carl John Scarrott
3. Andrew Gelman
4. Abdelaati Daouia
5. Brian Bader
6. Andreas Langousis
7. Gilles Stupfler
8. Jan Beirlant
9. Raphaël Huser
10. Stéphane Girard

Papers from Yuri Goegebeur's perspective

Ordered by how strongly the researchers Yuri Goegebeur trusts endorse each paper. Same corpus, a different order for every researcher.

1. A new class of semi-parametric estimators of the second order parameter.
2. Tail Index Regression
3. Local likelihood smoothing of sample extremes
4. Local polynomial maximum likelihood estimation for Pareto-type distributions
5. A moving window approach for nonparametric estimation of the conditional tail index
6. An Introduction to Statistical Modeling of Extreme Values
7. Extreme value theory : an introduction
8. Generalized additive modelling of sample extremes
9. Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
10. Reduced-Bias Tail Index Estimators Under a Third-Order Framework

Their papers

• Diagnostic checks for discrete data regression models using posterior predictive simulations (2000) — 136 citations
• Local polynomial maximum likelihood estimation for Pareto-type distributions (2004) — 73 citations
• Nonparametric regression estimation of conditional tails: the random covariate case (2014) — 60 citations
• Kernel estimators for the second order parameter in extreme value statistics (2010) — 77 citations
• LINKING PARETO-TAIL KERNEL GOODNESS-OF-FIT STATISTICS WITH TAIL INDEX AT OPTIMAL THRESHOLD AND SECOND ORDER ESTIMATION (2008) — 51 citations
• Nonparametric Estimation of Conditional Quantiles (2005) — 47 citations
• Statistics of Extremes: Theory and Applications (2004) — 122 citations