A Goodness-of-Fit Test for the Gumbel Distribution Based on Kullback–Leibler Information

DOI10.1080/03610920802316658zbMath1318.62148OpenAlexW2063123367WikidataQ59286428 ScholiaQ59286428MaRDI QIDQ3631414

Paulino Pérez-Rodríguez, José A. Villaseñor-Alva, Humberto Vaquera-Huerta

Publication date: 9 June 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://www.informaworld.com/smpp/./content~db=all~content=a909856811

zbMATH Keywords

entropyMonte Carlo simulationtest power

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistical tables (62Q05)

Related Items (8)

Tests of fit for the Gumbel distribution: EDF-based tests against entropy-based tests ⋮ Kullback-Leibler divergence for Bayesian nonparametric model checking ⋮ Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study ⋮ Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method ⋮ Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades ⋮ Modified likelihood ratio tests for extreme value distributions ⋮ Goodness-of-fit tests for the Gompertz distribution ⋮ Entropy-based goodness-of-fit tests—a unifying framework: Application to DNA replication

Uses Software

• R

Cites Work

• Unnamed Item
• Goodness-of-Fit Test for Extreme-Value Distribution
• Goodness-of-fit tests based on Kullback-Leibler discrimination information

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