Pages that link to "Item:Q951056"
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The following pages link to Goodness-of-fit tests for a heavy tailed distribution (Q951056):
Displaying 14 items.
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855) (← links)
- Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
- On the exact Berk-Jones statistics and their \(p\)-value calculation (Q309590) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Overweight tails are inefficient (Q1184239) (← links)
- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734) (← links)
- An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
- Goodness-of-fit testing for Weibull-type behavior (Q2270264) (← links)
- On a Minimum Distance Procedure for Threshold Selection in Tail Analysis (Q5027018) (← links)
- On Tests for Distinguishing Distribution Tails (Q5163520) (← links)
- (Q5207090) (← links)
- (Q6141215) (← links)
- Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data (Q6573852) (← links)