Data-driven smooth tests for the extreme value distribution

DOI10.1080/02331880410001692967MaRDI QIDQ4663085zbMATH OpenOpenAlexFDO

Authors Alicja Janic-Wróblewska

Publication date 30 March 2005

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880410001692967

zbMATH Keywords

effective score testgoodness-of-fitMonte Carlo studyNeyman testSchwarz's rulesmooth testWeibull distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32)

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Cites work

• A consistent correlation-type goodness-of-fit test;with application to the two-parameter weibull distribution
• A men goodness-of-fit test for the two-parameter wetbull or extreme-value distribution with unknown parameters
• A new class of random number generators
• Data driven smooth tests for composite hypotheses
• Data driven smooth tests for composite hypotheses comparison of powers
• Data-Driven Smooth Tests When the Hypothesis Is Composite
• Data-Driven Version of Neyman's Smooth Test of Fit
• Goodness of fit for the extreme value distribution
• On the asymptotic efficiency of certain correlation tests of fit
• Tests for departure from normality: Comparison of powers
• W-test for the weibull distribution

Cited in

(7)

• Review of testing issues in extremes: in honor of Professor Laurens de Haan
• Data driven smooth tests for bivariate normality
• Comparison of five test of fit for the extreme value distribution
• Asymptotic optimality of data driven smooth tests for location-scale family
• Data-driven smooth test for a location-scale family
• scientific article; zbMATH DE number 7148144 (Why is no real title available?)
• Data-driven smooth tests for a location-scale family revisited

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