Comparisons of approximate confidence intervals for the parameters of extreme value distribution

zbMATH Open0830.62032MaRDI QIDQ1901301

K. Thiagarajah

Publication date: 4 February 1996

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

confidence intervalsMonte Carlo studyextreme value distributionslikelihood ratio statisticCornish-Fisher expansionsapproximate confidence coefficientsasymptotic normality of maximum likelihood estimatesbias and skewness corrected likelihood scoremean and variance adjustments

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Reliability and life testing (62N05)

Related Items (5)

A Comparison of confidence intervals for generalized extreme-value distributions ⋮ Confidence intervals for extreme Pareto‐type quantiles ⋮ Title not available (Why is that?) ⋮ Confidence intervals for the minimum of a function using extreme value statistics ⋮ Title not available (Why is that?)

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