RECORD VALUES AND THE ESTIMATION OF THE WEIBULL TAIL-COEFFICIENT

被引：0
|
作者：
BERRED, M [1 ]
机构：
[1] ENSAE,CREST,F-75014 PARIS,FRANCE
来源：
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1991年 / 312卷 / 12期
关键词：
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We introduce an estimator of the Weibull tail coefficient which is constructed from the successive record values in a i.i.d sequence of random variables. Its asymptotic behavior is investigated. Some numerical results are presented at the end of this Note.
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页码：943 / 946
页数：4
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