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Publications by Abdelaziz Rassoul

Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses

Journal of Probability and Statistics

English

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Estimating the First- And Second-Order Parameters of a Heavy-Tailed Distribution

Australian and New Zealand Journal of Statistics

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Estimating Heavy-Tail Exponents Through Max Self–Similarity

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The Compressions of the Weighted Conditional Expectation Operators

Operators and Matrices

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The Dynamic ‘Expectation-Conditional Maximization Either’ Algorithm

Journal of the Royal Statistical Society. Series B: Statistical Methodology

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Conditional Distribution of Heavy Tailed Random Variables on Large Deviations of Their Sum

Stochastic Processes and their Applications

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Conditional Extremes From Heavy-Tailed Distributions: An Application to the Estimation of Extreme Rainfall Return Levels

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Heavy-Tailed Densities

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Tail-Regression Estimator for Heavy-Tailed Distributions of Known Tail Indices and Its Application to Continuum Quantum Monte Carlo Data

Physical review. E

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Robust Nonparametric Estimation of the Conditional Tail Dependence Coefficient

Journal of Multivariate Analysis

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