A HILL TYPE ESTIMATOR OF THE WEIBULL TAIL-COEFFICIENT

International audienceWe present a new estimator of the Weibull tail-coefficient. The Weibull tail-coefficient is defined as the regular variation coefficient of the inverse cumulative hazard function. Our estimator is based on the log-spacings of the upper order statistics. Therefore, it is very similar to the Hill estimator for the extreme value index. We prove the weak consistency and the asymptotic normality of our estimator. Its asymptotic as well as its finite sample performances are compared to classical ones

Differential response of components of sheep Graafian follicles to atresia

International audienc

Thecal vasculature and oocyte maturation during follicular atresia in the sheep and pig

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