Kernel regression with Weibull-type tails

DOI10.1007/S10463-015-0531-ZMaRDI QIDQ314591zbMATH OpenOpenAlexFDO

Authors Tertius de Wet, Armelle Guillou, Michael Osmann, Yuri Goegebeur

Publication date 16 September 2016

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-015-0531-z

zbMATH Keywords

extreme value statisticsregressionsecond-order conditionWeibull-type distribution

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32) Reliability and life testing (62N05) Applications of statistics to environmental and related topics (62P12)

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• A weighted mean excess function approach to the estimation of Weibull-type tails
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Cited in

(9)

• Kernel estimators of extreme level curves
• Robust conditional Weibull-type estimation
• On the estimation of the functional Weibull tail-coefficient
• Generalized Kernel Estimators for the Weibull-Tail Coefficient
• Extremal linear quantile regression with Weibull-type tails
• Improvements in the estimation of the Weibull tail coefficient: a comparative study
• Revisiting maximum log-likelihood parameter estimation for two-parameter Weibull distributions: theory and applications
• Estimation of the conditional tail moment for Weibull-type distributions
• An estimator for the tail index of an integrated conditional Pareto-Weibull-type model

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