Tail classification using non-linear regression on model plots

DOI10.1007/S10687-025-00506-7MaRDI QIDQ6971291zbMATH OpenFDO

Authors J. Beirlant, Martin Bladt

Publication date 16 June 2025

Published in Extremes (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10687-025-00506-7

zbMATH Keywords

classificationkeywordsprobability plotsquantile plotstail regimestestingweather data

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)

Cites work

• A discrimination test for tails of Weibull-type distributions
• A simple general approach to inference about the tail of a distribution
• Approximation of high quantiles from intermediate quantiles
• Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles
• Discrimination between the Log-Normal and the Weibull Distributions
• Extreme Value Estimation for Heterogeneous Data
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach
• Reinsurance. Actuarial and statistical aspects
• Selection between Weibull and lognormal distributions: a comparative simulation study
• Statistics of Extremes

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