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

DOI10.1016/j.jspi.2008.08.024zbMath1161.62028OpenAlexW1965655365MaRDI QIDQ1011530

J. Martínez

Publication date: 8 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.08.024

zbMATH Keywords

bias reductionextreme value theorymean excess

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Related Items

On the estimation of the functional Weibull tail-coefficient ⋮ Kernel regression with Weibull-type tails ⋮ On dealing with the unknown population minimum in parametric inference ⋮ Estimation of extreme quantiles from heavy and light tailed distributions ⋮ Pitfalls in using Weibull tailed distributions ⋮ Weibull tail-distributions revisited: A new look at some tail estimators ⋮ Goodness-of-fit testing for Weibull-type behavior ⋮ Estimation of extremes for Weibull-tail distributions in the presence of random censoring ⋮ Estimation of bivariate excess probabilities for elliptical models ⋮ Detecting influential data points for the Hill estimator in Pareto-type distributions ⋮ Robust conditional Weibull-type estimation ⋮ A weighted mean excess function approach to the estimation of Weibull-type tails

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