Bias-reduced estimators of the Weibull tail-coefficient

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Volumn 17, Issue 2, 2008, Pages 311-331

  Diebolt, Jean ^a   Gardes, Laurent ^b   Girard, Stéphane ^b   Guillou, Armelle ^c  

^a CNRS   (France)

^b INRIA RHÔNE ALPES   (France)

^c UNIVERSITÉ LOUIS PASTEUR   (France)

Author keywords

Asymptotic normality; Bias reduction; Least squares approach; Weibull tail coefficient

Indexed keywords

EID: 48249127254     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11749-006-0034-6     Document Type: Article

References (21)

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