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Statistical inference for Weibull tail-distributions

Abstract : 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.
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https://hal.inria.fr/hal-00985807
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Submitted on : Wednesday, April 30, 2014 - 2:33:27 PM
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Stéphane Girard. Statistical inference for Weibull tail-distributions. Journées Extrêmes à Lille, Mar 2006, Lille, France. ⟨hal-00985807⟩

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