Modified likelihood ratio tests for extreme value distributions

DOI10.1080/03610926.2021.2018463OpenAlexW4200176268MaRDI QIDQ6170133

Unnamed Author, Sangun Park

Publication date: 12 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.2018463

zbMATH Keywords

survival functionempirical distribution functiongeneralized extreme value distributiongeneralized Pareto distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• On cumulative residual Kullback-Leibler information
• Goodness-of-fit tests for the Gompertz distribution
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• A Goodness-of-Fit Test for the Gumbel Distribution Based on Kullback–Leibler Information
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Percentage points for directional anderson-darling goodness-of-fit tests
• Some properties and applications of cumulative Kullback–Leibler information
• Powerful Goodness-of-fit Tests Based on the Likelihood Ratio

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