Weibull tail estimation via peak-over-threshold under deterministic thresholds

DOI10.56947/JV413H17MaRDI QIDQ7266718zbMATH OpenFDO

Authors Nesrine Idiou, Mohammed Ridha Kouider, Fatah Benatia

Publication date 15 June 2026

Published in Gulf Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.56947/JV413H17

zbMATH Keywords

extreme value indexgeneralized Pareto distributionmaximum likelihood estimationPeak-Over-ThresholdWeibull distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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