The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient
Autor(a) principal: | |
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Data de Publicação: | 2022 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10362/151474 |
Resumo: | Copyright © 2022 Frederico Caeiro et al. |
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The Use of Generalized Means in the Estimation of the Weibull Tail CoefficientCopyright © 2022 Frederico Caeiro et al.Due to the specificity of the Weibull tail coefficient, most of the estimators available in the literature are based on the log excesses and are consequently quite similar to the estimators used for the estimation of a positive extreme value index. The interesting performance of estimators based on generalized means leads us to base the estimation of the Weibull tail coefficient on the power mean-of-order-p. Consistency and asymptotic normality of the estimators under study are put forward. Their performance for finite samples is illustrated through a Monte Carlo simulation. It is always possible to find a negative value of p (contrarily to what happens with the mean-of-order-p estimator for the extreme value index), such that, for adequate values of the threshold, there is a reduction in both bias and root mean square error.CMA - Centro de Matemática e AplicaçõesRUNCaeiro, FredericoHenriques-Rodrigues, LígiaGomes, M. Ivette2023-03-31T22:20:48Z2022-06-262022-06-26T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article12application/pdfhttp://hdl.handle.net/10362/151474engCaeiro, F., Henriques-Rodrigues, L., & Gomes, M. I. (2022). The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient. Computational and Mathematical Methods, 2022. https://doi.org/10.1155/2022/72908222577-7408PURE: 57074914https://doi.org/10.1155/2022/7290822info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:33:56Zoai:run.unl.pt:10362/151474Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:54:36.754347Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient |
title |
The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient |
spellingShingle |
The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient Caeiro, Frederico |
title_short |
The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient |
title_full |
The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient |
title_fullStr |
The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient |
title_full_unstemmed |
The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient |
title_sort |
The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient |
author |
Caeiro, Frederico |
author_facet |
Caeiro, Frederico Henriques-Rodrigues, Lígia Gomes, M. Ivette |
author_role |
author |
author2 |
Henriques-Rodrigues, Lígia Gomes, M. Ivette |
author2_role |
author author |
dc.contributor.none.fl_str_mv |
CMA - Centro de Matemática e Aplicações RUN |
dc.contributor.author.fl_str_mv |
Caeiro, Frederico Henriques-Rodrigues, Lígia Gomes, M. Ivette |
description |
Copyright © 2022 Frederico Caeiro et al. |
publishDate |
2022 |
dc.date.none.fl_str_mv |
2022-06-26 2022-06-26T00:00:00Z 2023-03-31T22:20:48Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10362/151474 |
url |
http://hdl.handle.net/10362/151474 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
Caeiro, F., Henriques-Rodrigues, L., & Gomes, M. I. (2022). The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient. Computational and Mathematical Methods, 2022. https://doi.org/10.1155/2022/7290822 2577-7408 PURE: 57074914 https://doi.org/10.1155/2022/7290822 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
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openAccess |
dc.format.none.fl_str_mv |
12 application/pdf |
dc.source.none.fl_str_mv |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
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RCAAP |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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