A bootstrap goodness of fit test for the generalized Pareto distribution

DOI10.1016/J.CSDA.2009.04.001zbMath1453.62231OpenAlexW2088175319MaRDI QIDQ961867

José A. Villaseñor-Alva, Elizabeth González-Estrada

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.04.001

zbMATH Keywords

parameter estimationparametric bootstrapasymptotic maximum likelihood estimationintersection-union testsozone data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Bootstrap, jackknife and other resampling methods (62F40)

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Cites Work

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• Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis
• LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Statistical Inference for the Generalized Pareto Distribution: Maximum Likelihood Revisited

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