Bias-reduced extreme quantile estimators of Weibull tail-distributions

DOI10.1016/j.jspi.2007.04.025zbMath1250.62024arXiv1103.6204OpenAlexW1986809236MaRDI QIDQ2475771

Jean Diebolt, Stéphane Girard, Laurent Gardes, Armelle Guillou

Publication date: 11 March 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.6204

zbMATH Keywords

asymptotic normalityleast-squares approach

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)

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