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.

引用

页码：943 / 946

页数：4

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