A new estimation method for Weibull-type tails based on the mean excess function
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Publication:1011530
DOI10.1016/j.jspi.2008.08.024zbMath1161.62028MaRDI QIDQ1011530
Publication date: 8 April 2009
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.2008.08.024
62G32: Statistics of extreme values; tail inference