Generalized Kernel Estimators for the Weibull-Tail Coefficient

DOI10.1080/03610920903324882zbMath1202.62043OpenAlexW2156755705MaRDI QIDQ3064102

Tertius de Wet, Jan Beirlant, Yuri Goegebeur

Publication date: 20 December 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903324882

zbMATH Keywords

Weibull-tail coefficientWeibull-type distributionkernel statistics

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (11)

Kernel regression with Weibull-type tails ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ On dealing with the unknown population minimum in parametric inference ⋮ Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles ⋮ Estimation of extreme quantiles from heavy and light tailed distributions ⋮ Extremal linear quantile regression with Weibull-type tails ⋮ Weibull tail-distributions revisited: A new look at some tail estimators ⋮ Estimation of extremes for Weibull-tail distributions in the presence of random censoring ⋮ A Beran-inspired estimator for the Weibull-type tail coefficient ⋮ Robust conditional Weibull-type estimation ⋮ A weighted mean excess function approach to the estimation of Weibull-type tails

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