Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis (Q3436027)

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Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis
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    title
    Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis (English)
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    publication date
    8 May 2007
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    Mathematics Subject Classification ID
    62G10
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    62E20
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    62G20
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    zbMATH DE Number
    5150083
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    zbMATH Keywords
    empirical Laplace transform
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    extreme events
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    goodness-of-fit test
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    tables
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