Detecting finiteness in the right endpoint of light-tailed distributions

DOI10.1016/J.SPL.2009.11.021zbMath1181.62063OpenAlexW1992994516MaRDI QIDQ2267625

António Pereira, Cláudia Neves

Publication date: 1 March 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.11.021

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32)

Related Items (2)

A general estimator for the right endpoint with an application to supercentenarian women's records ⋮ Estimating an endpoint with high-order moments

Cites Work

• A moment estimator for the index of an extreme-value distribution
• Selection between Weibull and lognormal distributions: a comparative simulation study
• Review of testing issues in extremes: in honor of Professor Laurens de Haan
• From extended regular variation to regular variation with application in extreme value statis\-tics
• Residual life time at great age
• Statistical inference using extreme order statistics
• On Smooth Statistical Tail Functionals
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