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

DOI10.1007/S10687-007-0052-0zbMATH Open1164.62016OpenAlexW1983620404MaRDI QIDQ1003322FDOQ1003322

Authors: Ljang Peng, J. Hüsler 

Publication date: 28 February 2009

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://boris.unibe.ch/36886/1/10687_2007_Article_52.pdf

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zbMATH Keywords

tail independenceextreme value distributionsdomain of max-attractiontail quantile processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
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• Title not available (Why is that?)
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• The Effect of Non-Stationarity on Extreme Sea-Level Estimation
• Estimation for Type II domain of attraction based on the W statistic
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Cited In (15)

• Title not available (Why is that?)
• Title not available (Why is that?)
• On tests for distinguishing distribution tails
• Analogues of classical goodness-of-fit tests for distribution tails
• On tests to distinguish distribution tails invariant with respect to the scale parameter
• Looking for max-semistability: a new test for the extreme value condition
• On procedures for testing the equivalence of distribution tails
• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• Testing extreme value conditions -- an overview and recent approaches
• The estimation of parameters for the tapered Pareto distribution from incomplete data
• On the distribution of Burr with applications
• Detecting finiteness in the right endpoint of light-tailed distributions
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators
• Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes
• A general estimator for the right endpoint with an application to supercentenarian women's records

Uses Software

• ismev

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