Penultimate approximations in statistics of extremes and reliability of large coherent systems

DOI10.1007/s11009-013-9338-7zbMath1309.62092OpenAlexW1973493583MaRDI QIDQ2340308

Paula Reis, M. Ivette Gomes, Luísa Canto e Castro, Sandra Dias

Publication date: 16 April 2015

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-013-9338-7

zbMATH Keywords

system reliabilityextreme value theoryMonte-Carlo simulationpenultimate and ultimate approximations

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05) Reliability and life testing (62N05)

Related Items (2)

Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Tail index estimation with a fixed tuning parameter fraction

Cites Work

• Testing extreme value conditions
• Approximation by penultimate extreme value distributions
• Penultimate limiting forms in extreme value theory
• On testing extreme value conditions
• Approximations to the tail empirical distribution function with application to testing extreme value conditions
• Sur la distribution limite du terme maximum d'une série aléatoire
• On Closure of the IFR Class Under Formation of Coherent Systems
• Rate of convergence for the generalized Pareto approximation of the excesses
• Penultimate approximations in extreme value theory
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