Minimum sample size determination for generalized extreme value distribution

DOI10.1080/03610918.2010.530368MaRDI QIDQ3085296zbMATHOpenAlexFDO

Authors Yuzhi Cai, Dominic Hames

Publication date 31 March 2011

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2010.530368

zbMATH Keywords

generalized extreme value distributionnumerical examplessample sizebootstrappingreturn level

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

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Cites work

• scientific article; zbMATH DE number 1667428 (Why is no real title available?)
• An introduction to statistical modeling of extreme values
• Estimating Population Size with Exponential Failure
• Maximum likelihood estimation in a class of nonregular cases
• On Power and Sample Size Calculations for Likelihood Ratio Tests in Generalized Linear Models
• Power/Sample Size Calculations for Generalized Linear Models

Cited in

(5)

• The Application of the GSK Method to the Determination of Minimum Sample Sizes
• Probabilistic analysis of the less size samples problem and its application to engineering
• Determination of sample size in using central limit theorem for Weibull distribution
• Data-driven mixed-integer linear programming-based optimisation for efficient failure detection in large-scale distributed systems
• Comparison of trend detection methods in GEV models

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