A Hill Type Estimator of the Weibull Tail-Coefficient
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Publication:3155256
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Cited in
(31)- 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
- 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
- On the residual dependence index of elliptical distributions
- Weibull tail-distributions revisited: A new look at some tail estimators
- Optimal rates of convergence in the Weibull model based on kernel-type estimators
- Bias-reduced estimators of the Weibull tail-coefficient
- Pitfalls in using Weibull tailed distributions
- A new class of distributions on the whole real line based on the continuous iteration approach
- Tail index partition-based rules extraction with application to tornado damage insurance
- Comparison of Weibull tail-coefficient estimators
- Estimation of extreme quantiles from heavy and light tailed distributions
- Kernel regression with Weibull-type tails
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- A Beran-inspired estimator for the Weibull-type tail coefficient
- Reduced bias estimation of the shape parameter of the log-logistic distribution
- Bias-reduced extreme quantile estimators of Weibull tail-distributions
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- Weighted moment estimators for the second order scale parameter
- 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
- Robust conditional Weibull-type estimation
- Estimation of bivariate excess probabilities for elliptical models
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
- Asymptotics for the Hirsch index
- Estimating Extreme Quantiles of Weibull Tail Distributions
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