Skip to Main content Skip to Navigation
Conference papers

Estimation of the functional Weibull tail-coefficient

Stéphane Girard 1 Laurent Gardes 2
1 MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems
Inria Grenoble - Rhône-Alpes, Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology, LJK - Laboratoire Jean Kuntzmann
Abstract : We present a nonparametric family of estimators for the tail coefficient of a Weibull tail-distribution when a functional covariate is available. Our estimators are based on a kernel estimator of extreme conditional quantiles, extending a previous work to the infinite dimensional case. Asymptotic normality of the estimators is proved under mild regularity conditions. Their finite sample performances are illustrated both on simulated and real data.
Document type :
Conference papers
Complete list of metadata
Contributor : Stephane Girard Connect in order to contact the contributor
Submitted on : Friday, August 4, 2017 - 11:16:52 AM
Last modification on : Friday, February 4, 2022 - 3:23:45 AM


  • HAL Id : hal-01571990, version 1



Stéphane Girard, Laurent Gardes. Estimation of the functional Weibull tail-coefficient. 10th International Conference on Extreme Value Analysis, Jun 2017, Delft, Netherlands. ⟨hal-01571990⟩



Record views


Files downloads