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

DOI10.1016/j.spl.2011.11.022zbMath1237.62056MaRDI QIDQ419172

Philippe Soulier, Cécile 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 procedure; optimal sample fraction; Weibull tail index

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62C20: Minimax procedures in statistical decision theory

62G32: Statistics of extreme values; tail inference

Cites Work

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