Modified likelihood ratio tests for extreme value distributions

DOI10.1080/03610926.2021.2018463MaRDI QIDQ6170133zbMATH OpenOpenAlexFDO

Authors Sangun Park

Publication date 12 July 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.2018463

zbMATH Keywords

empirical distribution functiongeneralized extreme value distributiongeneralized Pareto distributionsurvival function

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 4153678 (Why is no real title available?)
• A Goodness-of-Fit Test for the Gumbel Distribution Based on Kullback–Leibler Information
• Goodness-of-fit tests for the Gompertz distribution
• On cumulative residual Kullback-Leibler information
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Percentage points for directional anderson-darling goodness-of-fit tests
• Powerful Goodness-of-fit Tests Based on the Likelihood Ratio
• Some properties and applications of cumulative Kullback–Leibler information
• Testing goodness-of-fit for exponential distribution based on cumulative residual entropy

Cited in

(1)

• Tests and Confidence Intervals for an Extended Variance Component Using the Modified Likelihood Ratio Statistic

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