On testing the extreme value index via the POT-method (Q1922377)
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scientific article; zbMATH DE number 922113
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On testing the extreme value index via the POT-method |
scientific article; zbMATH DE number 922113 |
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On testing the extreme value index via the POT-method (English)
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26 February 1997
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delta-neighborhood
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peaks over threshold
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point process of exceedances
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asymptotic sufficiency
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Hellinger distance
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generalized Pareto distribution
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contiguous alternatives
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number of exceedances
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log-likelihood ratio
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local asymptotic normality
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