The following pages link to Testing extreme value models (Q1848515):
Displaying 14 items.
- Detecting a conditional extreme value model (Q650748) (← links)
- The first and the second e of the extreme value distribution, EV1 (Q756268) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- On restricted hypotheses in extreme value regression models (Q1391247) (← links)
- A bivariate distribution with Lomax and geometric margins (Q1622113) (← links)
- On the maximum likelihood estimator for the generalized extreme-value distribution (Q1693610) (← links)
- On testing the extreme value index via the POT-method (Q1922377) (← links)
- Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic (Q2392724) (← links)
- On testing extreme value conditions (Q2463699) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- (Q3403776) (← links)
- A COMMENT ON LOCALLY MOST POWERFUL TESTS IN THE PRESENCE OF NUISANCE PARAMETERS (Q4540725) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- (Q6142215) (← links)
