Interval estimation for extreme value parameter with censored data

DOI10.5402/2011/687343MaRDI QIDQ420241zbMATH OpenOpenAlexWikidataFDO

Authors Eun-Joo Lee, Dane Walker, Katlyn Mathy, Seung-Hwan Lee, David Elliott

Publication date 21 May 2012

Published in ISRN Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.5402/2011/687343

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Censored data models (62N01) Parametric tolerance and confidence regions (62F25) Statistics of extreme values; tail inference (62G32)

Recommendations

• Quantile estimation for the extreme value distribution with censored data
• Confidence interval of survival function for extreme value distribution with censored data
• Estimation of the parameters of the Weibull distribution for censored samples
• Inference for the extreme value distribution under progressive Type-II censoring
• Optimal Parameter Estimation of the Extreme Value Distribution Based on a Type II Censored Sample

Cites work

• scientific article; zbMATH DE number 3860238 (Why is no real title available?)
• scientific article; zbMATH DE number 1454116 (Why is no real title available?)
• scientific article; zbMATH DE number 3385132 (Why is no real title available?)
• An introduction to statistical modeling of extreme values
• Checking the censored two-sample accelerated life model using integrated cumulative hazard difference
• Estimating regression parameters using linear rank tests for censored data
• Linear rank tests with right censored data
• Linear regression with censored data
• Nonparametric Estimation for a Scale-Change with Censored Observations
• Nonparametric Estimation from Incomplete Observations

Cited in

(4)

• Quantile estimation for the extreme value distribution with censored data
• Confidence interval of survival function for extreme value distribution with censored data
• Trimmed extreme value estimators for censored heavy-tailed data
• Point and interval estimation for extreme-value regression model under type-II censoring

Describes a project that uses

Uses Software

• ismev

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