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An Adaptive Efficient Test for Gumbel Domain of Attraction - MaRDI portal

An Adaptive Efficient Test for Gumbel Domain of Attraction (Q4231304)

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scientific article; zbMATH DE number 1260777
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An Adaptive Efficient Test for Gumbel Domain of Attraction
scientific article; zbMATH DE number 1260777

    Statements

    An Adaptive Efficient Test for Gumbel Domain of Attraction (English)
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    14 March 1999
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    adaptive estimators
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    domain of attraction
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    extreme value distributions
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    generalized Pareto distribution
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    Gumbel distribution
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    asymptotically optimal tests
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    local asymptotic normality
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