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) |
---|
Loading...