Testing the Gumbel hypothesis by Galton's ratio

DOI10.1023/A:1011411212045zbMath0979.62031OpenAlexW1912458417MaRDI QIDQ5954059

Jozef L. Teugels, Johan Segers

Publication date: 30 January 2002

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011411212045

zbMATH Keywords

hypothesis testdomain of extremal attractionGumbel law

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (11)

Diagnostic plots for identifying max domains of attraction under power normalization ⋮ Kernel regression with Weibull-type tails ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Tail inference using extreme U-statistics ⋮ Estimation of the tail index in the max-aggregation scheme ⋮ On the tail index of a heavy tailed distribution ⋮ An estimator of heavy tail index through the generalized jackknife methodology ⋮ Identification of mixture models using support variations ⋮ Local-maximum-based tail index estimator ⋮ 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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