A Beran-Inspired Estimator for the Weibull-Type Tail Coefficient

Author:

Kpanzou Tchilabalo A.,Gamado Kokouvi M.,Hounnon Hippolyte

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference25 articles.

1. Ahn S, Kim JHT, Ramaswami V (2012) A new class of models for heavy tailed distributions in finance and insurance risk. Insur Math Econ 51(1):43–52

2. Beirlant J, Teugels J, Vynckier P (eds) (1996) Practical analysis of extreme values. Leuven University Press, Leuven

3. Beirlant J, Goegebeur Y, Segers J, Teugels J (eds) (2004) Statistics of extremes: theory and applications. Wiley Series in Probability and Statistics, New York

4. Beran J, Schell D (2012) On robust tail index estimation. Comput Stat Data Anal 56:3430–3443

5. Broniatowski M (1993) On the estimation of the weibull tail coefficient. J Stat Plann Inference 35:349–366

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient;Computational and Mathematical Methods;2022-06-26

2. Estimation of the Weibull Tail Coefficient Through the Power Mean-of-Order-p;Springer Proceedings in Mathematics & Statistics;2022

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