Weibull tail-distributions revisited: A new look at some tail estimators
نویسندگان
چکیده
منابع مشابه
Weibull tail-distributions revisited: a new look at some tail estimators
In this paper, we propose to include Weibull tail-distributions in a more general family of distributions. In particular, the considered model also encompasses the whole Fréchet maximum domain of attraction as well as log-Weibull tail-distributions. The asymptotic normality of some tail estimators based on the log-spacings between the largest order statistics is established in a unified way wit...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2011
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2010.06.018