Minimum Sample Size Determination for Generalized Extreme Value Distribution

DOI10.1080/03610918.2010.530368zbMath1211.65011OpenAlexW2016289992MaRDI QIDQ3085296

Yuzhi Cai, Dominic Hames

Publication date: 31 March 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2010.530368

zbMATH Keywords

sample sizenumerical examplesgeneralized extreme value distributionbootstrappingreturn level

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Related Items (2)

Comparison of trend detection methods in GEV models ⋮ Data-driven mixed-integer linear programming-based optimisation for efficient failure detection in large-scale distributed systems

Cites Work

• Unnamed Item
• Power/Sample Size Calculations for Generalized Linear Models
• Maximum likelihood estimation in a class of nonregular cases
• Estimating Population Size with Exponential Failure
• On Power and Sample Size Calculations for Likelihood Ratio Tests in Generalized Linear Models
• An introduction to statistical modeling of extreme values

This page was built for publication: Minimum Sample Size Determination for Generalized Extreme Value Distribution