A Refined Extreme Quantile Estimator for Weibull Tail-distributions
We address the estimation of extreme quantiles of Weibull tail-distributions. Since such quantiles are asymptotically larger than the sample maximum, their estimation requires extrapolation methods. In the case of Weibull tail-distributions, classical extreme-value estimators are numerically outper...
Gorde:
| Egile Nagusiak: | , |
|---|---|
| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Instituto Nacional de Estatística | Statistics Portugal
2025-12-01
|
| Saila: | Revstat Statistical Journal |
| Gaiak: | |
| Sarrera elektronikoa: | https://revstat.ine.pt/index.php/REVSTAT/article/view/668 |
| Etiketak: |
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!
|