A bootstrap goodness of fit test for the generalized Pareto distribution
From MaRDI portal
Publication:961867
DOI10.1016/j.csda.2009.04.001zbMath1453.62231MaRDI 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
parameter estimation; parametric bootstrap; asymptotic maximum likelihood estimation; intersection-union tests; ozone data
62-08: Computational methods for problems pertaining to statistics
62G10: Nonparametric hypothesis testing
62E20: Asymptotic distribution theory in statistics
62G30: Order statistics; empirical distribution functions
62F40: Bootstrap, jackknife and other resampling methods
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