Open AccessInferences on parametric estimation of distribution tails
Author(s) -
I. V. Rodionov
Publication year - 2019
Publication title -
doklady akademii nauk. rossijskaâ akademiâ nauk
Language(s) - English
Resource type - Journals
ISSN - 0869-5652
DOI - 10.31857/s0869-56524884358-361
Subject(s) - weibull distribution , consistency (knowledge bases) , estimator , asymptotic distribution , mathematics , parametric statistics , estimation , exponentiated weibull distribution , statistics , distribution (mathematics) , normality , strong consistency , mathematical analysis , discrete mathematics , engineering , systems engineering
We propose a general method of parameter estimation of a distribution tail that does not depend on the fulfillment of the conditions of Gnedenko theorem. We prove the consistency of the proposed estimator and its asymptotic normality under the stronger conditions imposed on the parametric family of distribution tails. Additionally, the adaptation of the proposed method to Weibull and log-Weibull tail indices estimation is provided.