Generalised smooth tests for the generalised Pareto distribution

DOI10.1080/15598608.2011.10483742zbMath1420.62075OpenAlexW2156034385WikidataQ60453576 ScholiaQ60453576MaRDI QIDQ2324175

J. C. W. Rayner, B. De Boeck, D. J. Best, Olivier Thas

Publication date: 13 September 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/1053595

zbMATH Keywords

orthonormal polynomialsmethod of momentsgoodness of fitgeneralised smooth tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

A review of goodness of fit tests for Pareto distributions

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