An estimator for the tail index of an integrated conditional Pareto-Weibull-type model

DOI10.1016/J.SPL.2015.04.008zbMATH Open1328.62293OpenAlexW2088483095MaRDI QIDQ893950FDOQ893950

Authors: Yuri Goegebeur, Armelle Guillou, Michael Osmann 

Publication date: 23 November 2015

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

Full work available at URL: https://doi.org/10.1016/j.spl.2015.04.008

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zbMATH Keywords

regressionextremestail indexlocal estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

Cites Work

• Weibull tail-distributions revisited: A new look at some tail estimators
• Nonparametric regression estimation of conditional tails: the random covariate case
• Kernel regression with Weibull-type tails
• A moment estimator for the conditional extreme-value index

Cited In (1)

• TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS

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