Numéro spécial : statistique des valeurs extrêmes
Estimation de quantiles extrêmes pour les lois à queue de type Weibull : une synthèse bibliographique
[Extreme quantile estimation for Weibull-tail distributions: an overview]
Journal de la société française de statistique, Volume 154 (2013) no. 2, pp. 98-118.

In this paper, an overview on extreme quantiles estimation for Weibull-tail distribution is provided. Recall that the survival function of a Weibull-tail distribution decreases exponentially fast. We show how this problem can be inserted in the more general setting of extreme value theory.

Cet article est une synthèse bibliographique des méthodes d’estimation de quantiles extrêmes pour les lois à queue de type Weibull. Ces lois ont une fonction de survie qui décroit vers zéro à une vitesse exponentielle. Nous montrons comment cette problématique s’inscrit plus largement dans la théorie des valeurs extrêmes.

Mot clés : Lois à queue de type Weibull, Synthèse bibliographique
Keywords: Weibull-tail distributions, Overview
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Gardes, Laurent; Girard, Stéphane. Estimation de quantiles extrêmes pour les lois à queue de type Weibull : une synthèse bibliographique. Journal de la société française de statistique, Volume 154 (2013) no. 2, pp. 98-118. http://www.numdam.org/item/JSFS_2013__154_2_98_0/

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