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A. Guillou · SciRah

Researcher profile · Semantic Scholar

A. Guillou

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A. Guillou — researcher profile on SciRah

h-index: 27
Works: 137
Citations: 3,009

Most-cited papers

Extreme Value Theory and Statistics of Univariate Extremes: A Review
M. Gomes, A. Guillou
2015209 citations Open access
Semantic Scholar
Modelling pairwise dependence of maxima in space
P. Naveau, A. Guillou, D. Cooley, J. Diebolt
2009151 citations
Semantic Scholar
Bias-reduced estimators of the Weibull tail-coefficient
J. Diebolt, L. Gardes, S. Girard, A. Guillou
200865 citations Open access
Semantic Scholar
Nonparametric regression estimation of conditional tails: the random covariate case
Y. Goegebeur, A. Guillou, Antoine Schorgen
201461 citations Open access
Semantic Scholar
Weibull tail-distributions revisited: a new look at some tail estimators
L. Gardes, S. Girard, A. Guillou
201151 citations Open access
Semantic Scholar
A new estimation method for Weibull-type tails based on the mean excess function
G. Dierckx, J. Beirlant, D. D. de Waal, A. Guillou
200945 citations
Semantic Scholar
Estimation of extreme quantiles from heavy and light tailed distributions
J. El-Methni, L. Gardes, S. Girard, A. Guillou
201244 citations Open access
Semantic Scholar
Bias-reduced extreme quantile estimators of Weibull tail-distributions
J. Diebolt, L. Gardes, S. Girard, A. Guillou
200842 citations Open access
Semantic Scholar
Goodness-of-fit testing for Weibull-type behavior
Y. Goegebeur, A. Guillou
201041 citations
Semantic Scholar
Peaks-Over-Threshold Modeling Under Random Censoring
J. Beirlant, A. Guillou, Gwladys Toulemonde
201034 citations
Semantic Scholar
Bias-corrected estimation of stable tail dependence function
J. Beirlant, Mikael Escobar-Bach, Y. Goegebeur, A. Guillou
2016Journal of Multivariate Analysis29 citations Open access
Semantic Scholar
Frontier estimation with kernel regression on high order moments
S. Girard, A. Guillou, Gilles Stupfler
2013Journal of Multivariate Analysis29 citations Open access
Semantic Scholar
A local moment type estimator for the extreme value index in regression with random covariates
Y. Goegebeur, A. Guillou, Michael Osmann
201427 citations Open access
Semantic Scholar
Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence
Y. Goegebeur, A. Guillou
201327 citations Open access
Semantic Scholar
An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
G. Dierckx, Y. Goegebeur, A. Guillou
2013Journal of Multivariate Analysis25 citations Open access
Semantic Scholar
Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
E. Deme, S. Girard, A. Guillou
201324 citations Open access
Semantic Scholar
Local robust estimation of the Pickands dependence function
Mikael Escobar-Bach, Y. Goegebeur, A. Guillou
2018Annals of Statistics23 citations Open access
Semantic Scholar
A non‐parametric entropy‐based approach to detect changes in climate extremes
P. Naveau, A. Guillou, T. Rietsch
201422 citations
Semantic Scholar
Estimating an endpoint with high-order moments
S. Girard, A. Guillou, Gilles Stupfler
201222 citations Open access
Semantic Scholar
Estimating return levels from maxima of non-stationary random sequences using the Generalized PWM method
P. Ribéreau, A. Guillou, P. Naveau
200822 citations Open access
Semantic Scholar
Extreme quantile estimation forβ-mixing time series and applications
V. Chavez‐Demoulin, A. Guillou
2018Insurance, Mathematics & Economics21 citations Open access
Semantic Scholar
Uniform strong consistency of a frontier estimator using kernel regression on high order moments
S. Girard, A. Guillou, Gilles Stupfler
201220 citations Open access
Semantic Scholar
Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
Y. Goegebeur, A. Guillou, Jing Qin
2019Extremes19 citations
Semantic Scholar
An extreme value theory approach for the early detection of time clusters. A simulation‐based assessment and an illustration to the surveillance of Salmonella
A. Guillou, M. Kratz, Y. Le Strat
2014Statistics in Medicine19 citations Open access
Semantic Scholar
Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
Y. Goegebeur, A. Guillou, Gilles Stupfler
201319 citations Open access
Semantic Scholar
Estimation of the parameters of a Markov-modulated loss process in insurance
A. Guillou, S. Loisel, Gilles Stupfler
201119 citations Open access
Semantic Scholar
Autoregressive models for maxima and their applications to CH4 and N2O
Gwladys Toulemonde, A. Guillou, P. Naveau, M. Vrac +1 more
200918 citations
Semantic Scholar
Estimating the conditional tail index by integrating a kernel conditional quantile estimator
L. Gardes, A. Guillou, Antoine Schorgen
201217 citations Open access
Semantic Scholar
Bias-reduced estimators for bivariate tail modelling
J. Beirlant, G. Dierckx, A. Guillou
201117 citations
Semantic Scholar
Local robust and asymptotically unbiased estimation of conditional Pareto-type tails
G. Dierckx, Y. Goegebeur, A. Guillou
201416 citations Open access
Semantic Scholar
A note of caution when interpreting parameters of the distribution of excesses
P. Ribéreau, P. Naveau, A. Guillou
201116 citations Open access
Semantic Scholar
Robust and bias-corrected estimation of the coefficient of tail dependence
C. Dutang, Y. Goegebeur, A. Guillou
201415 citations Open access
Semantic Scholar
Estimating an endpoint with high order moments in the Weibull domain of attraction
S. Girard, A. Guillou, Gilles Stupfler
201215 citations
Semantic Scholar
Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions
Y. Goegebeur, A. Guillou, A. Verster
201414 citations
Semantic Scholar
Reduced-bias estimator of the Conditional Tail Expectation of heavy-tailed distributions
E. Deme, S. Girard, A. Guillou
201513 citations
Semantic Scholar
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Y. Goegebeur, A. Guillou, Tine Pedersen, Jing Qin
2022Insurance, Mathematics & Economics12 citations Open access
Semantic Scholar
A local moment type estimator for an extreme quantile in regression with random covariates
Y. Goegebeur, A. Guillou, Michael Osmann
201712 citations Open access
Semantic Scholar
Local Estimation of the Conditional Stable Tail Dependence Function
Mikael Escobar-Bach, Y. Goegebeur, A. Guillou
201810 citations Open access
Semantic Scholar
Estimating the parameters of a seasonal Markov-modulated Poisson process
A. Guillou, S. Loisel, Gilles Stupfler
201510 citations Open access
Semantic Scholar
A weighted mean excess function approach to the estimation of Weibull-type tails
Y. Goegebeur, A. Guillou
201110 citations
Semantic Scholar
A Weissman-type estimator of the conditional marginal expected shortfall
Y. Goegebeur, A. Guillou, Ho Khanh Le Nguyen, J. Qin
2020Econometrics and Statistics9 citations Open access
Semantic Scholar
Local Robust Estimation of Pareto-Type Tails with Random Right Censoring
G. Dierckx, Y. Goegebeur, A. Guillou
2019Sankhya A9 citations Open access
Semantic Scholar
Kernel regression with Weibull-type tails
T. De Wet, Y. Goegebeur, A. Guillou, Michael Osmann
20169 citations Open access
Semantic Scholar
A LAN based Neyman smooth test for Pareto distributions
M. Falk, A. Guillou, Gwladys Toulemonde
20089 citations
Semantic Scholar
Conditional tail moment and reinsurance premium estimation under random right censoring
Y. Goegebeur, A. Guillou, Jing Qin
2023Test (Madrid)8 citations Open access
Semantic Scholar
Inference for asymptotically independent samples of extremes
A. Guillou, S. Padoan, Stefano Rizzelli
2018Journal of Multivariate Analysis8 citations Open access
Semantic Scholar
Bias-corrected and robust estimation of the bivariate stable tail dependence function
Mikael Escobar-Bach, Y. Goegebeur, A. Guillou, Alexandre You
20178 citations Open access
Semantic Scholar
Particle filtering for Gumbel‐distributed daily maxima of methane and nitrous oxide
Gwladys Toulemonde, A. Guillou, P. Naveau
20138 citations Open access
Semantic Scholar
“A Γ moment approach to monotonic boundaries estimation”
A. Daouia, S. Girard, A. Guillou
20128 citations
Semantic Scholar
Extreme value estimation of the conditional risk premium in reinsurance
Y. Goegebeur, A. Guillou, J. Qin
2021Insurance, Mathematics & Economics7 citations Open access
Semantic Scholar

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