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Improvements in the estimation of the Weibull tail coefficient: a comparative study - MaRDI portal

Improvements in the estimation of the Weibull tail coefficient: a comparative study (Q6562593)

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scientific article; zbMATH DE number 7871974
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Improvements in the estimation of the Weibull tail coefficient: a comparative study
scientific article; zbMATH DE number 7871974

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    Improvements in the estimation of the Weibull tail coefficient: a comparative study (English)
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    27 June 2024
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    log-excesses
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    Monte Carlo simulation
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    power mean-of-order \(p\)
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    semiparametric estimation
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    statistics of extremes
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    Weibull tail coefficient
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