Testing extreme value models
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Publication:1848515
DOI10.1023/A:1012209826248zbMath1008.62022MaRDI QIDQ1848515
Publication date: 21 November 2002
Published in: Extremes (Search for Journal in Brave)
hypothesis testingextreme value distributionPareto distributionasymptotically uniformly optimal test
Statistics of extreme values; tail inference (62G32) Asymptotic properties of parametric tests (62F05)
Related Items (6)
A bivariate distribution with Lomax and geometric margins ⋮ A COMMENT ON LOCALLY MOST POWERFUL TESTS IN THE PRESENCE OF NUISANCE PARAMETERS ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ On the maximum likelihood estimator for the generalized extreme-value distribution ⋮ Unnamed Item ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan
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