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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new estimation method for Weibull-type tails based on the mean excess function |
scientific article; zbMATH DE number 5541756 |
Statements
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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