A note on estimation of percentiles and reliability in the extreme-value distribution

DOI10.1016/0167-7152(84)90005-1zbMATH Open0543.62022OpenAlexW2018914407MaRDI QIDQ796199FDOQ796199

Authors: Jerome P. Keating 

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90005-1

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zbMATH Keywords

equivariant estimatorsPitman nearnessextreme-value distributionancillary informationconditional median unbiased estimatepoint estimates of percentilesWeibull failure model

Mathematics Subject Classification ID

Point estimation (62F10) Reliability and life testing (62N05) Admissibility in statistical decision theory (62C15)

Cites Work

• Inference in the Generalized Gamma and Log Gamma Distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Minimum chi-square, not maximum likelihood!
• Confidence Interval Estimation for the Weibull and Extreme Value Distributions

Cited In (3)

• Estimation of an exponential quantile under pitman's measure of closeness
• Pitman closest equivariant estimators and predictors under location-scale models
• Combining Model and Test Data for Optimal Determination of Percentiles and Allowables: CVaR Regression Approach, Part I

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