Estimation of the Weibull tail-coefficient with linear combination of upper order statistics-Reference-Cited by-同舟云学术

Estimation of the Weibull tail-coefficient with linear combination of upper order statistics

Published:2008-05 Issue:5 Volume:138 Page:1416-1427
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Gardes Laurent,Girard Stéphane

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference22 articles.

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3. Modeling large claims in non-life insurance;Beirlant;Insurance: Math. Econom.,1992

4. The mean residual life function at great age: applications to tail estimation;Beirlant;J. Statist. Plann. Inference,1995

5. Practical Analysis of Extreme Values;Beirlant,1996

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