Jean Diebolt

Finance · 2005–2009

A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it; #5,441 of 10,518 by trust here, #4,599 by citations

Whom Jean Diebolt trusts overall

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

1. Gunther Matthys
2. Jan Beirlant
3. Armelle Guillou
4. Goedele Dierckx
5. Stéphane Girard

Who trusts Jean Diebolt overall

1. Laurent Gardes
2. Philippe Naveau
3. Stéphane Girard
4. M. Charras-Garrido
5. Raphaël Huser
6. A. C. Davison

Papers from Jean Diebolt's perspective

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

1. Statistical Inference Using Extreme Order Statistics
2. ESTIMATING THE EXTREME VALUE INDEX AND HIGH QUANTILES WITH EXPONENTIAL REGRESSION MODELS
3. Estimating catastrophic quantile levels for heavy-tailed distributions
4. A diagnostic for selecting the threshold in extreme value analysis
5. How to make a Hill Plot
6. A new class of semi-parametric estimators of the second order parameter.
7. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
8. The Bootstrap Methodology in Statistics of Extremes—Choice of the Optimal Sample Fraction
9. Generalizations of the Hill estimator – asymptotic versus finite sample behaviour☆
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Bias-reduced estimators of the Weibull tail-coefficient (2008) — 65 citations
• Approximation of the distribution of excesses through a generalized probability-weighted moments method (2007) — 52 citations
• Modelling pairwise dependence of maxima in space (2009) — 149 citations
• Quasi-Conjugate Bayes Estimates for GPD Parameters and Application to Heavy Tails Modelling (2005) — 60 citations