Inferences on parametric estimation of distribution tails

DOI10.1134/S1064562419050156zbMath1435.62074OpenAlexW4250459316MaRDI QIDQ2304357

Igor V. Rodionov

Publication date: 11 March 2020

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562419050156

zbMATH Keywords

distributionPickands-Balkema-de Haan theoremWeibull tailFisher-Tipett-Gnedenko theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Reliability and life testing (62N05)

Related Items (4)

On tests to distinguish distribution tails invariant with respect to the scale parameter ⋮ On estimation of the scale and location parameters of distribution tails ⋮ On kernel-based estimation of distribution function and its quantiles based on ranked set sampling ⋮ On Tests for Distinguishing Distribution Tails

Cites Work

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• Comparison of tail index estimators
• Discrimination of Close Hypotheses about the Distribution Tails Using Higher Order Statistics
• Statistics of Extremes
• A Discrimination Test for Tails of Weibull-Type Distributions

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