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

DOI10.1016/0378-3758(94)00061-1zbMath0846.62025OpenAlexW2058127724MaRDI QIDQ1890865

Jan Beirlant, Petra Vynckier, Jozef L. Teugels, Michel Broniatowski

Publication date: 24 September 1996

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

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00061-1

zbMATH Keywords

order statisticsconsistencyasymptotic normalityextreme valuesregular variationduality theoremsmean residual life functionTauberian theoremsextreme quantile estimatorstail heaviness

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30)

Related Items (24)

On the estimation of the functional Weibull tail-coefficient ⋮ A Hill Type Estimator of the Weibull Tail-Coefficient ⋮ On the shape of the mean residual lifetime function ⋮ Kernel regression with Weibull-type tails ⋮ On tests to distinguish distribution tails invariant with respect to the scale parameter ⋮ MRL ordering of largest order statistics from heterogeneous scale variables ⋮ Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles ⋮ Heavy-Traffic Analysis of Sojourn Time Under the Foreground–Background Scheduling Policy ⋮ Estimation of extreme quantiles from heavy and light tailed distributions ⋮ Bias-reduced extreme quantile estimators of Weibull tail-distributions ⋮ Estimation of the Weibull tail-coefficient with linear combination of upper order statistics ⋮ On Tests for Distinguishing Distribution Tails ⋮ Weibull tail-distributions revisited: A new look at some tail estimators ⋮ Goodness-of-fit testing for Weibull-type behavior ⋮ Estimating Extreme Quantiles of Weibull Tail Distributions ⋮ Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution ⋮ Estimation of extremes for Weibull-tail distributions in the presence of random censoring ⋮ Generalized Kernel Estimators for the Weibull-Tail Coefficient ⋮ A new estimation method for Weibull-type tails based on the mean excess function ⋮ Inferences on parametric estimation of distribution tails ⋮ Bias-reduced estimators of the Weibull tail-coefficient ⋮ Semiparametric lower bounds for tail index estimation ⋮ Robust conditional Weibull-type estimation ⋮ A weighted mean excess function approach to the estimation of Weibull-type tails

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