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The mean residual life function at great age: Applications to tail estimation - MaRDI portal

The mean residual life function at great age: Applications to tail estimation (Q1890865)

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scientific article; zbMATH DE number 758070
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English
The mean residual life function at great age: Applications to tail estimation
scientific article; zbMATH DE number 758070

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    The mean residual life function at great age: Applications to tail estimation (English)
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    24 September 1996
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    order statistics
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    extreme values
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    consistency
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    asymptotic normality
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    regular variation
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    Tauberian theorems
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    duality theorems
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    mean residual life function
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    tail heaviness
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    extreme quantile estimators
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