Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis (Q3436027)
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scientific article; zbMATH DE number 5150083
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| English | Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis |
scientific article; zbMATH DE number 5150083 |
Statements
Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis (English)
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8 May 2007
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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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0.8284633755683899
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0.8118720650672913
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0.800660252571106
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0.7977241277694702
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0.7928501963615417
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