Enregistré dans:
| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2011
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| Sujets: | |
| Accès en ligne: | https://arxiv.org/abs/1104.0764 |
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Table des matières:
- We address the problem of estimating the Weibull tail-coefficient which is the regular variation exponent of the inverse failure rate function. We propose a family of estimators of this coefficient and an associate extreme quantile estimator. Their asymptotic normality are established and their asymptotic mean-square errors are compared. The results are illustrated on some finite sample situations.