A diagnostic tool for Weibull tail-distributions

Kim Yu (1) , Chen Zhu (2)

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

In this paper, we propose a diagnostic tool to visually assess if a dataset is Weibull tail-distributed. It also leads to new estimators of the Weibull tail-coefficient based on linear regression methods.

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

Kim Yu, Chen Zhu. A diagnostic tool for Weibull tail-distributions. 2013. ⟨hal-00770524⟩