Statistical decision for extremes

DOI10.1007/BF02908023zbMath0435.62025OpenAlexW1990522871MaRDI QIDQ3875099

José Tiago de Oliveira

Publication date: 1975

Published in: Trabajos de Estadistica y de Investigacion Operativa (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02908023

zbMATH Keywords

maximum likelihooddiscriminationconfidence regionsWeibull familyFrechet familyGumbel familyminimum mean squared error translation-invariant prediction

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric tests (62F05) Reliability and life testing (62N05)

Related Items (1)

Extreme value theory for stochastic processes

Cites Work

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• Mean square invariant forecasters for the weibull distribution
• Decision results for the parameters of the extreme value (Gumbel) distribution based on the mean and the standard deviation
• Linear Estimates of Parameters in the Extreme Value Distribution
• On Some Permissible Estimators of the Location Parameter of the Weibull and Certain Other Distributions
• Point and Interval Estimation Procedures for the Two-Parameter Weibull and Extreme-Value Distributions
• Upcrossing Probabilities for Stationary Gaussian Processes
• Asymptotic Extremes for $m$-Dependent Random Variables
• Quasi-Linearly Invariant Prediction
• Limit Theorems for the Maximum Term in Stationary Sequences
• Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes

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