Kernel regression with Weibull-type tails
DOI10.1007/S10463-015-0531-ZzbMATH Open1400.62105OpenAlexW2218934876MaRDI QIDQ314591FDOQ314591
Tertius de Wet, Yuri Goegebeur, Armelle Guillou, Michael Osmann
Publication date: 16 September 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-015-0531-z
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Nonparametric regression and quantile regression (62G08) Reliability and life testing (62N05) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)
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Cited In (7)
- Improvements in the estimation of the Weibull tail coefficient: a comparative study
- Extremal linear quantile regression with Weibull-type tails
- Revisiting maximum log-likelihood parameter estimation for two-parameter Weibull distributions: theory and applications
- An estimator for the tail index of an integrated conditional Pareto-Weibull-type model
- Estimation of the conditional tail moment for Weibull-type distributions
- Generalized Kernel Estimators for the Weibull-Tail Coefficient
- Robust conditional Weibull-type estimation
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