Pages that link to "Item:Q1003322"
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The following pages link to Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322):
Displaying 13 items.
- Looking for max-semistability: a new test for the extreme value condition (Q546075) (← links)
- On the distribution of Burr with applications (Q641796) (← links)
- On restricted hypotheses in extreme value regression models (Q1391247) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- On tests to distinguish distribution tails invariant with respect to the scale parameter (Q2155330) (← links)
- Analogues of classical goodness-of-fit tests for distribution tails (Q2243845) (← links)
- Detecting finiteness in the right endpoint of light-tailed distributions (Q2267625) (← links)
- A general estimator for the right endpoint with an application to supercentenarian women's records (Q2363668) (← links)
- Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes (Q2384670) (← links)
- The estimation of parameters for the tapered Pareto distribution from incomplete data (Q2674417) (← links)
- On procedures for testing the equivalence of distribution tails (Q2696682) (← links)
- On Tests for Distinguishing Distribution Tails (Q5163520) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
