Approximations to the tail empirical distribution function with application to testing extreme value conditions

Link:
Autor/in:
Erscheinungsjahr:
2006
Medientyp:
Text
Schlagworte:
  • Anderson-Darling test
  • domain of attraction
  • limit distribution
  • maximum likelihood
  • tail empirical distribution function
  • weighted approximation
Beschreibung:
  • Weighted approximations to the tail of the distribution function and its empirical counterpart are derived which are suitable for applications in extreme value statistics. The approximation of the tail empirical distribution function is then used to develop an Anderson-Darling type test of the null hypothesis that the distribution function belongs to the domain of attraction of an extreme value distribution. © 2005 Elsevier B.V. All rights reserved.
Lizenz:
  • info:eu-repo/semantics/closedAccess
Quellsystem:
Forschungsinformationssystem der UHH
Interne Metadaten
Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/bf1bf3e3-2f67-4418-a798-0af13976cabb