Goodness-of-fit testing for Weibull-type behavior
DOI10.1016/J.JSPI.2009.12.008zbMATH Open1185.62087OpenAlexW2039076577MaRDI QIDQ2270264FDOQ2270264
Authors: Yuri Goegebeur, Armelle Guillou 
Publication date: 18 March 2010
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.2009.12.008
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Cites Work
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Cited In (15)
- A weighted mean excess function approach to the estimation of Weibull-type tails
- Weibull tail-distributions revisited: A new look at some tail estimators
- On tests for distinguishing distribution tails
- On tests to distinguish distribution tails invariant with respect to the scale parameter
- Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance
- Power maps in goodness-of-fit testing
- Estimation of extreme quantiles from heavy and light tailed distributions
- Kernel regression with Weibull-type tails
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring
- Title not available (Why is that?)
- Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study
- Estimation of marginal excess moments for Weibull-type distributions
- Estimation of the conditional tail moment for Weibull-type distributions
- Generalized Kernel Estimators for the Weibull-Tail Coefficient
- W-test for the weibull distribution
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