Estimating Extreme Quantiles of Weibull Tail Distributions

DOI10.1081/STA-200056849zbMath1073.62046OpenAlexW1998034215MaRDI QIDQ4681066

Stéphane Girard, Laurent Gardes

Publication date: 14 June 2005

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

Full work available at URL: https://doi.org/10.1081/sta-200056849

zbMATH Keywords

extreme quantilesWeibull tail coefficientWeibull tail distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (18)

Kernel regression with Weibull-type tails ⋮ On tests to distinguish distribution tails invariant with respect to the scale parameter ⋮ Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles ⋮ Distributions derived from the continuous iteration of the hyperbolic sine function ⋮ Functional kernel estimators of large conditional quantiles ⋮ Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors ⋮ Extremal linear quantile regression with Weibull-type tails ⋮ Bias-reduced extreme quantile estimators of Weibull tail-distributions ⋮ Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels ⋮ 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 ⋮ Generalized Kernel Estimators for the Weibull-Tail Coefficient ⋮ Bias-reduced estimators of the Weibull tail-coefficient ⋮ A Beran-inspired estimator for the Weibull-type tail coefficient ⋮ Functional nonparametric estimation of conditional extreme quantiles ⋮ Robust conditional Weibull-type estimation ⋮ A weighted mean excess function approach to the estimation of Weibull-type tails

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