Estimating Extreme Quantiles of Weibull Tail Distributions
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Cites work
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- Consistance de la méthode ET et variations régulières
- scientific article; zbMATH DE number 193528 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- Modeling large claims in non-life insurance
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- The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
- The mean residual life function at great age: Applications to tail estimation
Cited in
(35)- A new estimation method for Weibull-type tails based on the mean excess function
- Bias-reduced estimators of the Weibull tail-coefficient
- Functional nonparametric estimation of conditional extreme quantiles
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors
- High quantiles of heavy-tailed distributions: Their estimation
- Functional kernel estimators of large conditional quantiles
- 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
- Estimating an endpoint with high order moments in the Weibull domain of attraction
- Goodness-of-fit testing for Weibull-type behavior
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring
- Inferences on parametric estimation of distribution tails
- A Beran-inspired estimator for the Weibull-type tail coefficient
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- Bias-reduced extreme quantile estimators of Weibull tail-distributions
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
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- Kernel regression with Weibull-type tails
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- Estimation of extreme quantiles from heavy and light tailed distributions
- scientific article; zbMATH DE number 2116947 (Why is no real title available?)
- Extremal linear quantile regression with Weibull-type tails
- scientific article; zbMATH DE number 5583050 (Why is no real title available?)
- Comparison of Weibull tail-coefficient estimators
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
- Distributions derived from the continuous iteration of the hyperbolic sine function
- Estimation of parameters and quantiles of the Weibull distribution
- Construction of the tetration distribution based on the continuous iteration of the exponential-minus-one function
- Estimation of marginal excess moments for Weibull-type distributions
- Estimation of the conditional tail moment for Weibull-type distributions
- A refined extreme quantile estimator for Weibull tail-distributions
- Weibull tail-distributions revisited: A new look at some tail estimators
- Pitfalls in using Weibull tailed distributions
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