A weighted mean excess function approach to the estimation of Weibull-type tails

Yuri Goegebeur, Armelle Guillou

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Dokumenter og links

@article{9ed770ab38d848629e7a51b072c69175,

title = "A weighted mean excess function approach to the estimation of Weibull-type tails",

author = "Yuri Goegebeur and Armelle Guillou",

year = "2011",

doi = "10.1007/s11749-010-0190-6",

language = "English",

volume = "20",

pages = "138--162",

journal = "TEST",

issn = "1133-0686",

publisher = "Springer",

}