Optimal rates of convergence in the Weibull model based on kernel-type estimators
DOI10.1016/J.SPL.2011.11.022zbMATH Open1237.62056OpenAlexW1987431858MaRDI QIDQ419172FDOQ419172
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
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Cites Work
- Weighted empirical and quantile processes
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- Selecting the optimal sample fraction in univariate extreme value estimation
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- Kernel estimates of the tail index of a distribution
- Estimation of distribution tails —a semiparametric approach
- A Hill Type Estimator of the Weibull Tail-Coefficient
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- Comparison of Weibull tail-coefficient estimators
- Semiparametric lower bounds for tail index estimation
- Introduction to nonparametric estimation
- Pitfalls in using Weibull tailed distributions
- Sharp Optimality in Density Deconvolution with Dominating Bias. I
- Optimal rates of convergence for estimates of the extreme value index
- The asymptotic distribution of weighted empirical distribution functions
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