A bootstrap goodness of fit test for the generalized Pareto distribution
type: Item
instance of: scholarly article
title: A bootstrap goodness of fit test for the generalized Pareto distribution
zbMATH Open document ID: 1453.62231
author: José A. Villaseñor-Alva
author: Elizabeth González-Estrada
published in: Computational Statistics and Data Analysis
publication date: 2010-04-01T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 5689139
zbMATH Keywords: intersection-union tests
zbMATH Keywords: parametric bootstrap
zbMATH Keywords: parameter estimation
zbMATH Keywords: asymptotic maximum likelihood estimation
zbMATH Keywords: ozone data
MaRDI profile type: Publication
full work available at URL: j.csda.2009.04.001
OpenAlex ID: W2088175319
cites work: Q3996777
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cites work: Q4040329
cites work: Sur la distribution limite du terme maximum d'une série aléatoire
cites work: Parameter and Quantile Estimation for the Generalized Pareto Distribution
cites work: Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators
cites work: Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis
cites work: Statistical inference using extreme order statistics
cites work: Approximate distributions of order statistics. With applications to nonparametric statistics
cites work: Q2753178
cites work: LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
DOI: 10.1016/J.CSDA.2009.04.001
description: scientific article; zbMATH DE number 5689139