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Estimating a Multidimensional Extreme-Value Distribution

✍ Scribed by J.H.J. Einmahl; L. Dehaan; X. Huang


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
379 KB
Volume
47
Category
Article
ISSN
0047-259X

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For high reliability devices or structures it is not uncommon that the probabilities to be estimated are lower than 10 -6 . In such cases the standard methods of the empirical fit approach and the counting approach may become impractical. In this paper the estimation problem is handled by extrapolat