scientific article; zbMATH DE number 7148146

MaRDI QIDQ5207092zbMATH OpenFDO

Authors Marta Ferreira

Publication date 6 January 2020

Full work available at URL http://chjs.mat.utfsm.cl/volumes/04/01/Ferreira(2013).pdf#vol4-number1-2013

zbMATH Keywords

extreme value theorypenultimate approximationexponential-tail models

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• Tail Conditional Expectations for Exponential Dispersion Models
• Tail behaviour of \(\beta \)-TARCH models
• Tail estimates for exponential functionals and applications to SDEs
• scientific article; zbMATH DE number 503320
• On a class of distributions with simple exponential tails
• An extended Birnbaum-Saunders distribution: theory, estimation, and applications
• Birnbaum‐Saunders distribution: A review of models, analysis, and applications

Cites work

• A New Fatigue Life Model Based on the Family of Skew-Elliptical Distributions
• A moment estimator for the index of an extreme-value distribution
• A new family of life distributions
• A new family of life distributions based on the elliptically contoured distributions
• A skewed sinh-normal distribution and its properties and application to air pollution
• An R implementation for generalized Birnbaum-Saunders distributions
• An adjusted boxplot for skewed distributions
• An extended Birnbaum-Saunders model and its application in the study of environmental quality in Santiago, Chile
• Approximation by penultimate extreme value distributions
• Convergence rates for the ultimate and pentultimate approximations in extreme-value theory
• Estimation of extreme percentiles in Birnbaum-Saunders distributions
• Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
• Life distributions. Structure of nonparametric, semiparametric, and parametric families.
• On an extreme value version of the Birnbaum-Saunders distribution
• Penultimate approximations in extreme value theory
• Penultimate limiting forms in extreme value theory
• Testing extreme value conditions

Cited in

(3)

• Estimation of extreme percentiles in Birnbaum-Saunders distributions
• A bivariate fatigue-life regression model and its application to fracture of metallic tools
• Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters

Describes a project that uses

Uses Software

• bs

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5207092)