Kernel regression with Weibull-type tails

DOI10.1007/S10463-015-0531-ZMaRDI QIDQ314591zbMATH OpenOpenAlexFDO

Authors Tertius de Wet, Armelle Guillou, Michael Osmann, Yuri Goegebeur

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

zbMATH Keywords

regressionWeibull-type distributionextreme value statisticssecond-order condition

Mathematics Subject Classification ID

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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Cites work

• scientific article; zbMATH DE number 4159879 (Why is no real title available?)
• scientific article; zbMATH DE number 4012931 (Why is no real title available?)
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• scientific article; zbMATH DE number 765034 (Why is no real title available?)
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• A new estimation method for Weibull-type tails based on the mean excess function
• A weighted mean excess function approach to the estimation of Weibull-type tails
• Asymptotic Statistics
• Bias-reduced estimators of the Weibull tail-coefficient
• Bivariate tail estimation: dependence in asymptotic independence
• Estimating Extreme Quantiles of Weibull Tail Distributions
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• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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• Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
• Estimation of the conditional tail index using a smoothed local Hill estimator
• Extreme value theory. An introduction.
• Generalized Kernel Estimators for the Weibull-Tail Coefficient
• Goodness-of-fit testing for Weibull-type behavior
• Kernel estimators of extreme level curves
• Nonparametric regression estimation of conditional tails: the random covariate case
• On kernel smoothing for extremal quantile regression
• On the estimation of the Weibull tail coefficient
• Sea and wind: multivariate extremes at work
• Tail index regression
• Testing the Gumbel hypothesis by Galton's ratio
• The mean residual life function at great age: Applications to tail estimation

Cited in

(9)

• On the estimation of the functional Weibull tail-coefficient
• Improvements in the estimation of the Weibull tail coefficient: a comparative study
• Extremal linear quantile regression with Weibull-type tails
• Kernel estimators of extreme level curves
• 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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