Review of testing issues in extremes: in honor of Professor Laurens de Haan
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- A CHARACTERIZATION OF GENERALIZED PARETO DISTRIBUTIONS BY PROGRESSIVE CENSORING SCHEMES AND GOODNESS-OF-FIT TESTS
- A class of tests on the tail index
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- A new test for the extreme value distribution
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- Data-driven smooth tests for the extreme value distribution
- Diagnostics for Dependence within Time Series Extremes
- Empirical likelihood based hypothesis testing
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- Goodness of fit for the extreme value distribution
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- Local Likelihood Smoothing of Sample Extremes
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- On maximum likelihood estimation of the extreme value index.
- On testing extreme value conditions
- On testing the extreme value index via the POT-method
- On the estimation of a support curve of indeterminate sharpness
- Parametric tail copula estimation and model testing
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- The contribution of the maximum to the sum of excesses for testing max-domains of attraction
- Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions
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- Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
Cited in
(15)- A general estimator for the right endpoint with an application to supercentenarian women's records
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- 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
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