Comparison of five test of fit for the extreme value distribution

DOI10.1080/15598608.2007.10411826zbMath1144.62305OpenAlexW2076803694WikidataQ60453626 ScholiaQ60453626MaRDI QIDQ2470908

D. J. Best, J. C. W. Rayner, Olivier Thas

Publication date: 15 February 2008

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

Full work available at URL: https://doi.org/10.1080/15598608.2007.10411826

zbMATH Keywords

skewed distributionsorthonormal functionsWeibull distributionmethod of moments estimationkurtosis coefficientsskewness coefficients

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Statistics of extreme values; tail inference (62G32)

Related Items (5)

Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study ⋮ Comparisons of tests of distributional assumption in Poisson regression model ⋮ Generalised smooth tests of goodness of fit ⋮ A GENERALIZED EMERSON RECURRENCE RELATION ⋮ Goodness of fit tests for Nakagami distribution based on smooth tests

Uses Software

• ismev

Cites Work

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• Smooth Tests for the Zero‐Inflated Poisson Distribution
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