The mean residual life function at great age: Applications to tail estimation
DOI10.1016/0378-3758(94)00061-1zbMATH Open0846.62025OpenAlexW2058127724MaRDI QIDQ1890865FDOQ1890865
Authors: J. Beirlant, Petra Vynckier, M. Broniatowski, J. L. Teugels 
Publication date: 24 September 1996
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(94)00061-1
Recommendations
asymptotic normalityconsistencyextreme valuesregular variationorder statisticsTauberian theoremsduality theoremsmean residual life functionextreme quantile estimatorstail heaviness
Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30)
Cites Work
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Cited In (28)
- A new estimation method for Weibull-type tails based on the mean excess function
- A weighted mean excess function approach to the estimation of Weibull-type tails
- Improvements in the estimation of the Weibull tail coefficient: a comparative study
- On the estimation of the functional Weibull tail-coefficient
- On the shape of the mean residual lifetime function
- Weibull tail-distributions revisited: A new look at some tail estimators
- On tests for distinguishing distribution tails
- Bias-reduced estimators of the Weibull tail-coefficient
- MRL ordering of largest order statistics from heterogeneous scale variables
- On tests to distinguish distribution tails invariant with respect to the scale parameter
- Estimation of extreme quantiles from heavy and light tailed distributions
- Kernel regression with Weibull-type tails
- Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution
- Goodness-of-fit testing for Weibull-type behavior
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring
- Bias-reduced extreme quantile estimators of Weibull tail-distributions
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
- Estimation of marginal excess moments for Weibull-type distributions
- Estimation of the conditional tail moment for Weibull-type distributions
- Heavy-traffic analysis of sojourn time under the foreground-background scheduling policy
- Semiparametric lower bounds for tail index estimation
- Generalized Kernel Estimators for the Weibull-Tail Coefficient
- A Hill Type Estimator of the Weibull Tail-Coefficient
- Limiting behaviour of the mean residual life
- Robust conditional Weibull-type estimation
- Inferences on parametric estimation of distribution tails
- Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles
- Estimating Extreme Quantiles of Weibull Tail Distributions
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