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Cramér-von-Mises tests for the distribution of the excess over a confidence level - MaRDI portal

Cramér-von-Mises tests for the distribution of the excess over a confidence level (Q6050676)

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scientific article; zbMATH DE number 7739679
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Cramér-von-Mises tests for the distribution of the excess over a confidence level
scientific article; zbMATH DE number 7739679

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    Cramér-von-Mises tests for the distribution of the excess over a confidence level (English)
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    19 September 2023
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    Cramér-von-Mises test
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    conditional excess distribution
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    confidence interval
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    goodness-of-fit test
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    peaks over threshold modelling
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