A PARAMETRIC BOOTSTRAP TEST FOR GENERALIZED EXTREME VALUE DISTRIBUTION

DOI10.17654/FJMSMar2015_693_708zbMath1359.62095OpenAlexW2335094552MaRDI QIDQ3464972

Alberto Cejudo García, Miguel Cerón Villegas, E. Gutierrez Gonzalez, Luis Alberto Heredia Rojas, Sandra Ibeth Ochoa García

Publication date: 28 January 2016

Published in: Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/8984.htm

zbMATH Keywords

return periodsbootstrap parametric methodloc-scale distributionsmatrix of Fisher information

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to environmental and related topics (62P12) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)