A weighted mean excess function approach to the estimation of Weibull-type tails
| Year of publication: |
2011
|
|---|---|
| Authors: | Goegebeur, Yuri ; Guillou, Armelle |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 20.2011, 1, p. 138-162
|
| Publisher: |
Springer |
| Subject: | Weibull-type distribution | Weibull-tail coefficient | Mean excess function | Bias reduction |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009400194