Goodness-of-fit testing for Weibull-type behavior

DOI10.1016/J.JSPI.2009.12.008MaRDI QIDQ2270264zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

goodness-of-fitWeibull-tail coefficientextreme value statisticsWeibull-type model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

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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
• scientific article; zbMATH DE number 6458381 (Why is no real title available?)
• 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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