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

DOI10.1007/S11009-013-9338-7MaRDI QIDQ2340308zbMATH OpenOpenAlexFDO

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

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

extreme value theoryMonte-Carlo simulationpenultimate and ultimate approximationssystem reliability

Mathematics Subject Classification ID

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

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Cites work

• An overview and open research topics in statistics of univariate extremes
• Approximation by penultimate extreme value distributions
• Approximations to the tail empirical distribution function with application to testing extreme value conditions
• Asymptotic behaviour of regular estimators
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 4003248 (Why is no real title available?)
• scientific article; zbMATH DE number 3272053 (Why is no real title available?)
• scientific article; zbMATH DE number 3025386 (Why is no real title available?)
• Limit model for the reliability of a regular and homogeneous series-parallel system
• On Closure of the IFR Class Under Formation of Coherent Systems
• On testing extreme value conditions
• Penultimate approximations in extreme value theory
• Penultimate limiting forms in extreme value theory
• Rate of convergence for the generalized Pareto approximation of the excesses
• Sur la distribution limite du terme maximum d'une série aléatoire
• Testing extreme value conditions

Cited in

(6)

• Penultimate versus ultimate in statistical theory of extremes. A simulation study
• On some extremal probabilities repartitions used in systems reliability
• Revisiting rates of convergence and penultimate approximations for extremes
• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
• Tail index estimation with a fixed tuning parameter fraction

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