A new estimation method for Weibull-type tails based on the mean excess function (Q1011530)
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scientific article; zbMATH DE number 5541756
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| English | A new estimation method for Weibull-type tails based on the mean excess function |
scientific article; zbMATH DE number 5541756 |
Statements
A new estimation method for Weibull-type tails based on the mean excess function (English)
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8 April 2009
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extreme value theory
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bias reduction
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mean excess
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0.8608648777008057
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0.8035751581192017
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0.7980607151985168
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0.7959911227226257
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0.7915661931037903
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