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Bias-reduced estimators of the Weibull tail-coefficient

Author

Listed:
  • Jean Diebolt
  • Laurent Gardes
  • Stéphane Girard
  • Armelle Guillou

Abstract

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Suggested Citation

  • Jean Diebolt & Laurent Gardes & Stéphane Girard & Armelle Guillou, 2008. "Bias-reduced estimators of the Weibull tail-coefficient," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(2), pages 311-331, August.
    • Handle: RePEc:spr:testjl:v:17:y:2008:i:2:p:311-331
    DOI: 10.1007/s11749-006-0034-6
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    Citations

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    Cited by:

    1. M. Ivette Gomes & Armelle Guillou, 2015. "Extreme Value Theory and Statistics of Univariate Extremes: A Review," International Statistical Review, International Statistical Institute, vol. 83(2), pages 263-292, August.
    2. Jan Beirlant & John H. J. Einmahl, 2010. "Asymptotics for the Hirsch Index," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 355-364, September.
    3. Yuri Goegebeur & Armelle Guillou, 2011. "A weighted mean excess function approach to the estimation of Weibull-type tails," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 138-162, May.
    4. de Valk, Cees, 2016. "A large deviations approach to the statistics of extreme events," Other publications TiSEM 117b3ba0-0e40-4277-b25e-d, Tilburg University, School of Economics and Management.
    5. Gardes, Laurent & Girard, Stéphane, 2016. "On the estimation of the functional Weibull tail-coefficient," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 29-45.

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