%0 Report %T Estimation of the Weibull tail-coefficient with linear combination of upper order statistics %+ Modelling and Inference of Complex and Structured Stochastic Systems [?-2006] (MISTIS [?-2006]) %A Gardes, Laurent %A Girard, Stéphane %N RR-5571 %P 27 %I INRIA %8 2005-05 %D 2005 %K WEIBULL TAIL COEFFICIENT %K EXTREME VALUES %K ORDER STATISTICS %K REGULAR VARIATIONS %K WEIBULL TAIL COEFFICIENT %Z AMS Subject classification: 62G05, 62G20, 62G30. %Z Computer Science [cs]/Other [cs.OH]Reports %X We present a new family of estimators of the Weibull tail-coefficient. The Weibull tail-coefficient is defined as the regular variation coefficient of the inverse failure rate function. Our estimators are based on a linear combination of log-spacings of the upper order statistics. Their asymptotic normality is established and illustrated for two particular cases of estimators in this family. Their finite sample performances are presented on a simulation study. %G English %2 https://inria.hal.science/inria-00070435v2/document %2 https://inria.hal.science/inria-00070435v2/file/RR-5571.pdf %L inria-00070435 %U https://inria.hal.science/inria-00070435 %~ INRIA %~ INRIA-RHA %~ INRIA-RRRT %~ INRIA_TEST %~ TESTALAIN1 %~ INRIA2 %~ LARA %~ INRIA-RENGRE