An Adaptive Efficient Test for Gumbel Domain of Attraction (Q4231304)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1260777
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An Adaptive Efficient Test for Gumbel Domain of Attraction |
scientific article; zbMATH DE number 1260777 |
Statements
An Adaptive Efficient Test for Gumbel Domain of Attraction (English)
0 references
14 March 1999
0 references
adaptive estimators
0 references
domain of attraction
0 references
extreme value distributions
0 references
generalized Pareto distribution
0 references
Gumbel distribution
0 references
asymptotically optimal tests
0 references
local asymptotic normality
0 references
0.8634747266769409
0 references
0.8387256860733032
0 references
0.7971262335777283
0 references
0.7890998721122742
0 references
