Assume that a (possibly censored) sample is available from a population having a Weibull or extreme value distribution, and that a single future observation is to be obtained from the same population.
This paper consists of two parts. An easy proof is given for the weak consistency of Pickands' estimate for the main parameter of an extreme-value distribution. Moreover, further natural conditions ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback