A new estimation method for Weibull-type tails based on the mean excess function

DOI10.1016/j.jspi.2008.08.024zbMath1161.62028OpenAlexW1965655365MaRDI QIDQ1011530

J. Martínez

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

zbMATH Keywords

bias reductionextreme value theorymean excess

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

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