๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the estimation of the Weibull tail coefficient

โœ Scribed by Michel Broniatowski


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
789 KB
Volume
35
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Estimation of the coefficient of tail de
โœ L. Peng ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 137 KB

In this paper we shall give an alternative derivation of the coe cient of tail dependence introduced by Ledford and Tawn [1996, Biometrika 83, 169 -187] and propose a consistent estimator, which is asymptotically normal.

Parameter estimation of the Weibull prob
โœ Hongzhu Qiao; Chris P. Tsokos ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 516 KB

Newton-Raphson's method plays a fundamental role in the maximum likelihood estimation of the two parameters of the Weibull probability distribution. It is well known that the method depends on the initial point of the iterative process and the iteration does not always converge. In the present art