Improvements in the estimation of the Weibull tail coefficient: a comparative study

DOI10.1002/mma.10013MaRDI QIDQ6562593

M. Ivette Gomes, Lígia Henriques-Rodrigues, Frederico Caeiro

Publication date: 27 June 2024

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationsemiparametric estimationstatistics of extremesWeibull tail coefficientlog-excessespower mean-of-order \(p\)

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)

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