Application of the Kolmogorov–Smirnov Test to Estimate the Threshold When Estimating the Extreme Value Index

DOI10.1080/03610918.2010.533227zbMath1209.62113OpenAlexW2064312502MaRDI QIDQ3085304

J. Martin van Zyl

Publication date: 31 March 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2010.533227

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

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Cites Work

• Unnamed Item
• On distribution-free goodness-of-fit testing of exponentiality
• How to make a Hill plot.

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