A Goodness-of-Fit Test for Location-Scale Max-Stable Distributions

DOI10.1080/03610910903528293zbMath1192.62130OpenAlexW1997861667MaRDI QIDQ3577179

José A. Villaseñor-Alva, Elizabeth González-Estrada

Publication date: 5 August 2010

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

Full work available at URL: https://doi.org/10.1080/03610910903528293

zbMATH Keywords

tablesextreme value distributionshypothesis testingcorrelation coefficientlocation-scale invariant statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)

Related Items (1)

An R package for testing goodness of fit: goft

Cites Work

• W-test for the weibull distribution
• Goodness of fit for the extreme value distribution
• A new goodness-of-fit test for type-I extreme-value and 2-parameter weibull distributions with estimated parameters
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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