Statistical inference for Weibull tail-distributions
Résumé
In this communication, an overview on extreme quantiles estimation for Weibull-tail distribution is provided. Recall that the survival function of a Weibull-tail distribution decreases exponentially fast. We show how this problem can be inserted in the more general setting of extreme value theory.
Domaines
Méthodologie [stat.ME]
Origine : Fichiers produits par l'(les) auteur(s)
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