Goodness-of-fit tests for a heavy tailed distribution
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Publication:951056
DOI10.1016/j.jspi.2008.02.013zbMath1146.62033OpenAlexW2112038086MaRDI QIDQ951056
Publication date: 29 October 2008
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://repub.eur.nl/pub/7031
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Related Items (10)
Tail product-limit process for truncated data with application to extreme value index estimation ⋮ Bayesian estimation of the tail index of a heavy tailed distribution under random censoring ⋮ Unnamed Item ⋮ Goodness-of-fit tests for a heavy tailed distribution ⋮ An improved method for forecasting spare parts demand using extreme value theory ⋮ On Tests for Distinguishing Distribution Tails ⋮ Goodness-of-fit testing for Weibull-type behavior ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan ⋮ On a Minimum Distance Procedure for Threshold Selection in Tail Analysis ⋮ Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
Cites Work
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