Testing the Gumbel hypothesis via the Pot-method

DOI10.1023/A:1009910806693zbMATH Open0923.62050MaRDI QIDQ1297902FDOQ1297902

Authors: Frank Marohn 

Publication date: 14 September 1999

Published in: Extremes (Search for Journal in Brave)

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• scientific article; zbMATH DE number 4007475

zbMATH Keywords

local alternativeslocal asymptotic normalityGumbel distributionexceedances over threshold

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Extreme value theory; extremal stochastic processes (60G70)

Cited In (10)

• Double-thresholded estimator of extreme value index
• On the Effectiveness of Gummel’s Method
• On testing the extreme value index via the POT-method
• Testing the Gumbel hypothesis by Galton's ratio
• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• Testing the tail index in autoregressive models
• The contribution of the maximum to the sum of excesses for testing max-domains of attraction
• Detecting finiteness in the right endpoint of light-tailed distributions
• Review of testing issues in extremes: in honor of Professor Laurens de Haan
• Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes

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