Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis
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Publication:3436027
DOI10.1080/03610920601034148zbMath1109.62033OpenAlexW1967877517MaRDI QIDQ3436027
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Publication date: 8 May 2007
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920601034148
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
Related Items (6)
Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity ⋮ A bootstrap goodness of fit test for the generalized Pareto distribution ⋮ Power maps in goodness-of-fit testing ⋮ A Class of Goodness-of-fit Tests Based on Transformation ⋮ A review of goodness of fit tests for Pareto distributions ⋮ Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables
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