Comparison of Weibull Tail-Coefficient Estimators
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 asy...
| Published in: | Revstat Statistical Journal |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2006-06-01
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| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/34 |