On testing extreme value conditions

DOI10.1007/s10687-006-0025-8zbMath1164.62352OpenAlexW2136717718MaRDI QIDQ2463699

Deyuan Li, Juerg Hüsler

Publication date: 16 December 2007

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: http://doc.rero.ch/record/312219/files/10687_2006_Article_25.pdf

zbMATH Keywords

powerdomain of max-attractionquantiles of limit distributions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Related Items (14)

Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic ⋮ Are your data really Pareto distributed? ⋮ A note on tail dependence regression ⋮ Weak convergence of the empirical mean excess process with application to estimate the negative tail index ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ A software review for extreme value analysis ⋮ Extremal dependence analysis of network sessions ⋮ Estimation of High Conditional Quantiles for Heavy-Tailed Distributions ⋮ Looking for max-semistability: a new test for the extreme value condition ⋮ Goodness-of-fit testing for Weibull-type behavior ⋮ Tail expectile process and risk assessment ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan ⋮ Testing asymptotic independence in bivariate extremes ⋮ Penultimate approximations in statistics of extremes and reliability of large coherent systems

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• Extreme value theory for a class of discrete distributions with applications to some stochastic processes

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