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• W2094768267 abstract "In this paper, we propose to include Weibull tail-distributions in a more general family of distributions. In particular, the considered model also encompasses the whole Fréchet maximum domain of attraction as well as log-Weibull tail-distributions. The asymptotic normality of some tail estimators based on the log-spacings between the largest order statistics is established in a unified way within the considered family. This result permits to understand the similarity between most estimators of the Weibull tail-coefficient and the Hill estimator. Some different asymptotic properties, in terms of bias, rate of convergence, are also highlighted." @default.
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• W2094768267 date "2011-01-01" @default.
• W2094768267 modified "2023-10-12" @default.
• W2094768267 title "Weibull tail-distributions revisited: A new look at some tail estimators" @default.
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• W2094768267 doi "https://doi.org/10.1016/j.jspi.2010.06.018" @default.
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