Bias-reduced estimators of the Weibull tail-coefficient

DOI10.1007/S11749-006-0034-6zbMath1196.62052arXiv1103.6172OpenAlexW1986780317MaRDI QIDQ1019108

Jean Diebolt, Armelle Guillou, Laurent Gardes, Stéphane Girard

Publication date: 27 May 2009

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.6172

zbMATH Keywords

asymptotic normalityleast-squares approachbias-reductionWeibull tail-coefficient

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Asymptotic properties of parametric tests (62F05)

Related Items (22)

On the estimation of the functional Weibull tail-coefficient ⋮ Kernel regression with Weibull-type tails ⋮ Approximation of high quantiles from intermediate quantiles ⋮ On estimation of the scale and location parameters of distribution tails ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ On dealing with the unknown population minimum in parametric inference ⋮ Estimating the conditional tail index by integrating a kernel conditional quantile estimator ⋮ Estimation of extreme quantiles from heavy and light tailed distributions ⋮ Extremal linear quantile regression with Weibull-type tails ⋮ A moving window approach for nonparametric estimation of the conditional tail index ⋮ Bias-reduced extreme quantile estimators of Weibull tail-distributions ⋮ Pitfalls in using Weibull tailed distributions ⋮ Weibull tail-distributions revisited: A new look at some tail estimators ⋮ Goodness-of-fit testing for Weibull-type behavior ⋮ Estimation of extremes for Weibull-tail distributions in the presence of random censoring ⋮ Generalized Kernel Estimators for the Weibull-Tail Coefficient ⋮ A Discrimination Test for Tails of Weibull-Type Distributions ⋮ A new estimation method for Weibull-type tails based on the mean excess function ⋮ On discrimination between classes of distribution tails ⋮ Asymptotics for the Hirsch Index ⋮ Robust conditional Weibull-type estimation ⋮ A weighted mean excess function approach to the estimation of Weibull-type tails

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