Optimal rates of convergence in the Weibull model based on kernel-type estimators

DOI10.1016/J.SPL.2011.11.022MaRDI QIDQ419172zbMATH OpenOpenAlexFDO

Authors Philippe Soulier, Cecile Mercadier

Publication date 18 May 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.11.022

zbMATH Keywords

sequential procedureoptimal sample fractionWeibull tail index

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Minimax procedures in statistical decision theory (62C20)

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Cites work

• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 1082202 (Why is no real title available?)
• scientific article; zbMATH DE number 272681 (Why is no real title available?)
• A Hill Type Estimator of the Weibull Tail-Coefficient
• Comparison of Weibull tail-coefficient estimators
• Estimation of distribution tails —a semiparametric approach
• Introduction to nonparametric estimation
• Kernel estimates of the tail index of a distribution
• Optimal rates of convergence for estimates of the extreme value index
• Pitfalls in using Weibull tailed distributions
• Selecting the optimal sample fraction in univariate extreme value estimation
• Semiparametric lower bounds for tail index estimation
• Sharp Optimality in Density Deconvolution with Dominating Bias. I
• The asymptotic distribution of weighted empirical distribution functions
• Weighted empirical and quantile processes

Cited in

(1)

• Generalized Kernel Estimators for the Weibull-Tail Coefficient

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