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stat.ME2011
Bias-reduced extreme quantiles estimators of Weibull-tail distributions
Jean Diebolt, Laurent Gardes, Stéphane Girard +1
In this paper, we consider the problem of estimating an extreme quantile of a Weibull tail-distribution. The new extreme quantile estimator has a reduced bias compared to the more…
math.ST2011
Bias-reduced estimators of the Weibull tail-coefficient
J. Diebolt, L. Gardes, S. Girard +1
In this paper, we consider the problem of the estimation of a Weibull tail-coefficient. In particular, we propose a regression model, from which we derive a bias-reduced estimator.…