%0 Journal Article
%T On the penultimate tail behavior of Weibull-type models
%A Marta Ferreira
%J Statistics
%D 2011
%I arXiv
%X The Gumbel max-domain of attraction corresponds to a null tail index which do not distinguish the different tail weights that might exist between distributions within this class. The Weibull-type distributions form an important subgroup of this latter and includes the so-called \emph{Weibull-tail coefficient}, usually denoted \theta, that specifies the tail behavior, with larger values indicating slower tail decay. Here we shall see that the Weibull-type distributions present a penultimate tail behavior Fr\'echet if \theta>1 and a penultimate tail behavior Weibull whenever \theta<1.
%U http://arxiv.org/abs/1109.3139v2