Approximations to the tail empirical distribution function with application to testing extreme value conditions (Q2499095)
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English | Approximations to the tail empirical distribution function with application to testing extreme value conditions |
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Approximations to the tail empirical distribution function with application to testing extreme value conditions (English)
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14 August 2006
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Anderson--Darling test
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domain of attraction
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limit distribution
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maximum likelihood
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tail empirical distribution function
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weighted approximation
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