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

DOI10.1016/0167-7152(84)90005-1MaRDI QIDQ796199zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

ancillary informationconditional median unbiased estimateequivariant estimatorsextreme-value distributionPitman nearnesspoint estimates of percentilesWeibull failure model

Mathematics Subject Classification ID

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

Recommendations

• Estimation of extreme percentiles in Birnbaum-Saunders distributions
• Reliability for extreme value distributions
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• Estimation of extreme quantiles from heavy and light tailed distributions
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Cites work

• Confidence Interval Estimation for the Weibull and Extreme Value Distributions
• scientific article; zbMATH DE number 3930136 (Why is no real title available?)
• scientific article; zbMATH DE number 3763055 (Why is no real title available?)
• scientific article; zbMATH DE number 3026329 (Why is no real title available?)
• Inference in the Generalized Gamma and Log Gamma Distributions
• Minimum chi-square, not maximum likelihood!

Cited in

(3)

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

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