A new estimation method for Weibull-type tails based on the mean excess function

Journal of Statistical Planning and Inference

Volumn 139, Issue 6, 2009, Pages 1905-1920

  Dierckx, G ^a,b   Beirlant, J ^a   De Waal, D ^c   Guillou, A ^d  

^a Katholieke Universiteit Leuven   (Belgium)

^b HOGESCHOOL UNIVERSITEIT BRUSSEL   (Belgium)

^c UNIVERSITY OF THE FREE STATE   (South Africa)

^d UNIVERSITÉ LOUIS PASTEUR   (France)

Author keywords

Bias reduction; Extreme value theory; Mean excess

Indexed keywords

EID: 60949099339     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.08.024     Document Type: Article

References (18)

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