Weibull tail-distributions revisited: A new look at some tail estimators

DOI10.1016/j.jspi.2010.06.018zbMath1197.62049OpenAlexW2094768267MaRDI QIDQ710805

Stéphane Girard, Armelle Guillou, Laurent Gardes

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.06.018

zbMATH Keywords

asymptotic normalitymaximum domain of attractionextreme quantileWeibull tail-distributions

Mathematics Subject Classification ID

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

Related Items (14)

On the estimation of the functional Weibull tail-coefficient ⋮ On tests to distinguish distribution tails invariant with respect to the scale parameter ⋮ Approximation of high quantiles from intermediate quantiles ⋮ On estimation of the scale and location parameters of distribution tails ⋮ On dealing with the unknown population minimum in parametric inference ⋮ An estimator for the tail index of an integrated conditional Pareto-Weibull-type model ⋮ Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles ⋮ Estimation of extreme quantiles from heavy and light tailed distributions ⋮ Discrimination of Close Hypotheses about the Distribution Tails Using Higher Order Statistics ⋮ Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates ⋮ A Discrimination Test for Tails of Weibull-Type Distributions ⋮ Inferences on parametric estimation of distribution tails ⋮ On discrimination between classes of distribution tails ⋮ Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring

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