Goodness of fit for the extreme value distribution
From MaRDI portal
Publication:4151568
DOI10.1093/biomet/64.3.583zbMath0374.62028OpenAlexW2028643843MaRDI QIDQ4151568
Publication date: 1977
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9561a4f124d486f361cfbe94bbb1c07e85f1ee4d
Related Items (42)
Minimum anderson-darling estimation ⋮ A cramer-von mises type goodness-of-fit test with asymmetric weight function. the gaussian and exponential cases ⋮ An alternative to the weibull distribution ⋮ Bootstrap based goodness-of-fit-tests ⋮ Updating and asymptotic relative efficiency of a nonlinear discriminant function estimated from a mixture of two Gompertz populations ⋮ Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach ⋮ Computation of probability associated with Anderson-Darling statistic ⋮ Testing the tail index in autoregressive models ⋮ Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic ⋮ Modified goodness-of-fit test for the laplace distribution ⋮ A modified Kolmogorov-Smirnov test for the inverse gaussian density with unknown parameters ⋮ Different EDF goodness-of-fit tests for competing risks models ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Data-driven stabilizations of goodness-of-fit tests ⋮ Goodness of fit for the inverse Gaussian distribution ⋮ On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality ⋮ A Universal QQ-Plot for Continuous Non-homogeneous Populations ⋮ Coefficients of the asymptotic distribution of the kolmogorov-smirnov statistic when parameters are estimated ⋮ Comparison of five test of fit for the extreme value distribution ⋮ Goodness of fit test for the generalized Rayleigh distribution with unknown parameters ⋮ Statistical inference for geometric processes with gamma distributions ⋮ Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity ⋮ A Goodness-of-Fit Test for Location-Scale Max-Stable Distributions ⋮ Data-driven smooth tests for the extreme value distribution ⋮ Sources of uncertainty in the extreme value statistics of climate data ⋮ Errors of misclassification and their probability distributions when the parent populations are Gompertz ⋮ Modified cramer-von mises and anderson-darling tests for weibull distributions with unknown location and scale parameters ⋮ Generalised smooth tests of goodness of fit ⋮ Goodness—of—fit for the two—parameter weibull distribution with estimated parameters ⋮ Introduction to the bootstrap world ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan ⋮ Unnamed Item ⋮ A CHARACTERIZATION OF GENERALIZED PARETO DISTRIBUTIONS BY PROGRESSIVE CENSORING SCHEMES AND GOODNESS-OF-FIT TESTS ⋮ Goodness-of-fit tests for the Gompertz distribution ⋮ On MLE of a nonlinear discriminant function from a mixture of two Gompertz distributions based on small sample size ⋮ On the estimation of the extreme value and normal distribution parameters based on progressive type-II hybrid-censored data ⋮ A new goodness-of-fit test for type-I extreme-value and 2-parameter weibull distributions with estimated parameters ⋮ Goodness-of-fit tests for the two parameter Weibull distribution ⋮ The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution ⋮ A review of model selection procedures relevant to the weibull distribution ⋮ Goodness‐of‐fit tests for the weibull dictribution with unknown parameters and censored sampling ⋮ Estimation of parameters from progressively censored data using EM algorithm
This page was built for publication: Goodness of fit for the extreme value distribution
