NEYMAN SMOOTH TESTS FOR THE GENERALIZED PARETO DISTRIBUTION

DOI10.1081/STA-120004903zbMath1075.62530MaRDI QIDQ4449046

Ouadia Radouane, Emmanuelle Crétois

Publication date: 4 February 2004

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

zbMATH Keywords

Goodness-of-fit testInformation matrixMoments and probability-weighted moments

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items

Generalised smooth tests for the generalised Pareto distribution

Cites Work

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• Smooth goodness of fit tests for the weibull distribution with singly censored data
• Maximum likelihood estimation in a class of nonregular cases
• Neyman-type smooth tests for location-scale families
• Modified KS, AD, and C-vM tests for the Pareto distribution with unknown location and scale parameters
• Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution
• Convergence of stochastic processes

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