Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322)

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.