An Adaptive Efficient Test for Gumbel Domain of Attraction

DOI10.1111/1467-9469.00105zbMath0909.62013OpenAlexW2017719667MaRDI QIDQ4231304

Frank Marohn

Publication date: 14 March 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00105

zbMATH Keywords

extreme value distributionslocal asymptotic normalitydomain of attractionasymptotically optimal testsGumbel distributiongeneralized Pareto distributionadaptive estimators

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items (5)

Testing the tail index in autoregressive models ⋮ Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ The contribution of the maximum to the sum of excesses for testing max-domains of attraction ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan

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