Pages that link to "Item:Q961867"

The following pages link to A bootstrap goodness of fit test for the generalized Pareto distribution (Q961867):

Displaying 18 items.

• gPdtest (Q23140) (← links)
• A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region (Q274019) (← links)
• A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880) (← links)
• On the statistical properties and tail risk of violent conflicts (Q1619440) (← links)
• On the statistical properties of viral misinformation in online social media (Q1620386) (← links)
• Sampling from the \(\mathcal{G}_I^0\) distribution (Q1713859) (← links)
• A review of goodness of fit tests for Pareto distributions (Q2315827) (← links)
• Data breaches: goodness of fit, pricing, and risk measurement (Q2364015) (← links)
• A double generalized Pareto distribution (Q2439636) (← links)
• A PARAMETRIC BOOTSTRAP TEST FOR GENERALIZED EXTREME VALUE DISTRIBUTION (Q3464972) (← links)
• Bootstrap based goodness of fit tests for the generalized poisson model (Q4337037) (← links)
• NEYMAN SMOOTH TESTS FOR THE GENERALIZED PARETO DISTRIBUTION (Q4449046) (← links)
• An R package for testing goodness of fit: goft (Q4960571) (← links)
• Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test (Q5140094) (← links)
• Testing for trends in excesses over a threshold using the generalized Pareto distribution (Q5142048) (← links)
• A Class of Goodness-of-fit Tests Based on Transformation (Q5419677) (← links)
• (Q6087678) (← links)
• Statistical performance of local attractor dimension estimators in non-axiom a dynamical systems (Q6550016) (← links)