Estimation of distribution tails —a semiparametric approach
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- scientific article; zbMATH DE number 3921736
Cites work
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- Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
- Estimation of quantiles of the maximum of N observations
- Estimation of ruin probabilities by means of hazard rates
- Extremal processes. II
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- Laws of large numbers for sums of extreme values
- Modeling large claims in non-life insurance
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- SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
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Cited in
(25)- Estimating tails of probability distributions
- Inference about the tail of a distribution: improvement on the Hill estimator
- On the estimation of the variability in the distribution tail
- On the mixtures of length-biased Weibull distributions for loss severity modeling
- Goodness-of-fit testing for Weibull-type behavior
- Robust conditional Weibull-type estimation
- Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
- Semiparametric lower bounds for tail index estimation
- A weighted mean excess function approach to the estimation of Weibull-type tails
- An algorithm for fitting heavy-tailed distributions via generalized hyperexponentials
- Kernel regression with Weibull-type tails
- On a class of distributions with simple exponential tails
- scientific article; zbMATH DE number 3911475 (Why is no real title available?)
- Modelling the tail of a normal distribution
- Optimal rates of convergence in the Weibull model based on kernel-type estimators
- Extreme value statistics and wind storm losses: A case study
- Semiparametric estimation of extremes
- Parameter Estimation for the Tail Distribution of a Random Sequence
- Heavy or semi-heavy tail, that is the question
- Semi-parametric tail inference through probability-weighted moments
- Estimation of multivariate tail quantities
- Semi-parametric estimation for heavy tailed distributions
- Estimation of the conditional tail moment for Weibull-type distributions
- Simple sufficient criteria for second-order extended regular variation in the Gumbel domain of attraction: the case of Weibull-tailed distributions
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