Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322)
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scientific article; zbMATH DE number 5520598
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| English | Review of testing issues in extremes: in honor of Professor Laurens de Haan |
scientific article; zbMATH DE number 5520598 |
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Review of testing issues in extremes: in honor of Professor Laurens de Haan (English)
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28 February 2009
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Tests for different hypotheses are considered connected with extremes by i.i.d. observations with CDF \(F\). Especially, tests for the hypothesis \(H_0\): \(F\) belongs to the domain of max-attraction of some extreme value distribution, are discussed. The authors consider tests based on tail quantile processes and describe the asymptotic distributions of the test statistics. Tests for hypotheses on multivariate extremes are also considered, e.g., tests of tail independence.
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domain of max-attraction
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extreme value distributions
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tail quantile processes
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tail independence
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0.8511899709701538
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0.7989893555641174
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0.7922033071517944
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0.790217399597168
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