Testing the Gumbel hypothesis via the Pot-method
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Publication:1297902
DOI10.1023/A:1009910806693zbMath0923.62050MaRDI QIDQ1297902
Publication date: 14 September 1999
Published in: Extremes (Search for Journal in Brave)
Nonparametric hypothesis testing (62G10) Extreme value theory; extremal stochastic processes (60G70)
Related Items (6)
Testing the tail index in autoregressive models ⋮ Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Double-thresholded estimator of extreme value index ⋮ The contribution of the maximum to the sum of excesses for testing max-domains of attraction ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan
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