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) Parametric tolerance and confidence regions (62F25) Statistics of extreme values; tail inference (62G32) Censored data models (62N01)

Review text

Summary: The Weibull distribution is widely used in the parametric analysis of life time data. In place of the Weibull distribution, it is often more convenient to work with the equivalent extreme value distribution, which is the logarithm of the Weibull distribution. The main advantage in working with the extreme value distribution is that unlike the Weibull distribution, the extreme value distribution has location and scale parameters. This paper is devoted to a discussion of statistical inferences for the extreme value distribution with censored data. Numerical simulations are performed to examine the finite sample behaviors of the estimators of the parameters. These procedures are then applied to real world data.

Recommendations

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• 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

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Cited in

(4)

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

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• ismev

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