A weighted mean excess function approach to the estimation of Weibull-type tails

Yuri Goegebeur () and Armelle Guillou ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2011, vol. 20, issue 1, 138-162

Keywords: Weibull-type distribution; Weibull-tail coefficient; Mean excess function; Bias reduction; 62G05; 62G20; 62G30; 62G32 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11749-010-0190-6

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