scholarly journals Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions

2014 ◽  
Vol 41 (4) ◽  
pp. 988-1012 ◽  
Author(s):  
Jonathan El Methni ◽  
Laurent Gardes ◽  
Stéphane Girard
Keyword(s):  
Risk Measures ◽  
Parametric Estimation ◽  
Heavy Tailed Distributions ◽  
Extreme Risk ◽  
Heavy Tailed ◽  
Non Parametric Estimation ◽  
Non Parametric

Non-parametric estimation for aggregated functional data for electric load monitoring

2009 ◽  
Vol 20 (2) ◽  
pp. 111-130 ◽  
Author(s):  
Ronaldo Dias ◽  
Nancy L. Garcia ◽  
Angelo Martarelli
Keyword(s):  
Functional Data ◽  
Parametric Estimation ◽  
Electric Load ◽  
Load Monitoring ◽  
Non Parametric Estimation ◽  
Non Parametric

Non-parametric estimation from simultaneous degradation and failure time data

2002 ◽  
Vol 335 (2) ◽  
pp. 183-188 ◽  
Author(s):  
Vilijandas Bagdonavičius ◽  
Algis Bikelis ◽  
Vytautas Kazakevičius ◽  
Mikhail Nikulin
Keyword(s):  
Failure Time ◽  
Parametric Estimation ◽  
Failure Time Data ◽  
Time Data ◽  
Non Parametric Estimation ◽  
Simultaneous Degradation ◽  
Non Parametric
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