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A weighted mean excess function approach to the estimation of Weibull-type tails

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  • Yuri Goegebeur
  • Armelle Guillou

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  • 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.
    • Handle: RePEc:spr:testjl:v:20:y:2011:i:1:p:138-162
    DOI: 10.1007/s11749-010-0190-6
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    References listed on IDEAS

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    1. 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.
    2. Holger Drees, 1998. "On Smooth Statistical Tail Functionals," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 25(1), pages 187-210, March.
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    Cited by:

    1. Yuri Goegebeur & Armelle Guillou & Théo Rietsch, 2015. "Robust conditional Weibull-type estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 479-514, June.

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