A new estimation method for Weibull-type tails based on the mean excess function (Q1011530)

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scientific article; zbMATH DE number 5541756
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A new estimation method for Weibull-type tails based on the mean excess function
scientific article; zbMATH DE number 5541756

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    A new estimation method for Weibull-type tails based on the mean excess function (English)
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    8 April 2009
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    extreme value theory
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    bias reduction
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    mean excess
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