Armelle Guillou

Finance · 2001–2014

A researcher in the Science corpus: 12 papers; trusts 21 researchers and is trusted by 52 researchers here, as inferred from the citation graph.

Subfields

Whom Armelle Guillou trusts overall

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

  1. Michel Talagrand
  2. Laurent Gardes
  3. Evarist Gin'e
  4. U. Einmahl
  5. Jan Beirlant
  6. Stéphane Girard
  7. Laurens de Haan
  8. A. C. Davison
  9. David Mason
  10. V. Chavez‐Demoulin

Who trusts Armelle Guillou overall

  1. Evarist Gin'e
  2. Jan Beirlant
  3. Stéphane Girard
  4. R. Deidda
  5. Frederico Caeiro
  6. M. Ivette Gomes
  7. Yen-Chi Chen
  8. Laurent Gardes
  9. Richard Nickl
  10. Philip M. Long

Papers from Armelle Guillou's perspective

Ordered by how strongly the researchers Armelle Guillou 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. How to make a Hill Plot
  3. Tail Index Regression
  4. Local likelihood smoothing of sample extremes
  5. Local polynomial maximum likelihood estimation for Pareto-type distributions
  6. ESTIMATING THE EXTREME VALUE INDEX AND HIGH QUANTILES WITH EXPONENTIAL REGRESSION MODELS
  7. Estimating catastrophic quantile levels for heavy-tailed distributions
  8. A moving window approach for nonparametric estimation of the conditional tail index
  9. Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
  10. Sharper Bounds for Gaussian and Empirical Processes

Their papers