A weighted mean excess function approach to the estimation of Weibull-type tails
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Publication:261473
DOI10.1007/s11749-010-0190-6zbMath1331.62260OpenAlexW2055169026MaRDI QIDQ261473
Yuri Goegebeur, Armelle Guillou
Publication date: 23 March 2016
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-010-0190-6
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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Kernel regression with Weibull-type tails ⋮ Extremal linear quantile regression with Weibull-type tails ⋮ Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence ⋮ Robust conditional Weibull-type estimation
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