Statistical decision for extremes

DOI10.1007/BF02908023MaRDI QIDQ3875099zbMATH OpenOpenAlexFDO

Authors Tiago J. 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

confidence regionsdiscriminationFrechet familyGumbel familymaximum likelihoodminimum mean squared error translation-invariant predictionWeibull family

Mathematics Subject Classification ID

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

Cites work

• Asymptotic Extremes for m-Dependent Random Variables
• Decision results for the parameters of the extreme value (Gumbel) distribution based on the mean and the standard deviation
• Extreme Values in Samples from m-Dependent Stationary Stochastic Processes
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• Limit Theorems for the Maximum Term in Stationary Sequences
• Linear Estimates of Parameters in the Extreme Value Distribution
• Mean square invariant forecasters for the weibull 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
• Quasi-Linearly Invariant Prediction
• Upcrossing Probabilities for Stationary Gaussian Processes

Cited in

(1)

• Extreme value theory for stochastic processes

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