Mixtures of Weibull tail-distributions

Kim Yu (1) , Chen Zhu (2)

1 Shanghai Jiao Tong University - Institute of Robotics
2 College of Engineering [Beijing]

We consider mixtures of Weibull tail-distributions. It is shown that such distributions are still Weibull tail-distributions and the associated Weibull tail-coefficient is exhibited.

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Kim Yu, Chen Zhu. Mixtures of Weibull tail-distributions. journal of parametric and non-parametric statistics, 2013, 1, http://jpanps.altervista.org. ⟨hal-00769531⟩