摘要：Birnbaum-Saunders distributions have increasingly been used in environmental sciences applications. A ma jor concern is the adjustment of extreme quantiles. Environmental data have often tails in the Gumbel domain which corresponds to a null tail index and does not allow us to distinguish the di.erent tail weights that might exist between distributions within this domain. Exponential-tail distributions form an important sub- group with the peculiarity of including a parameter that specifies the "penultimate" tail behavior. In particular, we analyze the penultimate tail behavior of Birnbaum- Saunders distributions. We find examples with"heavier" tails than the classical one that can better accommo date environmental data highly concentrated on the right tail. This is illustrated with an application.
关键词：Exponential-tail models ; Extreme value theory ; Penultimate ; approximation
