Comparison of five test of fit for the extreme value distribution

DOI10.1080/15598608.2007.10411826zbMath1144.62305WikidataQ60453626 ScholiaQ60453626MaRDI QIDQ2470908

D. J. Best, J. C. W. Rayner, Olivier Thas

Publication date: 15 February 2008

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2007.10411826

zbMATH Keywords

skewed distributions; orthonormal functions; Weibull distribution; method of moments estimation; kurtosis coefficients; skewness coefficients

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62G32: Statistics of extreme values; tail inference

Related Items

Comparisons of tests of distributional assumption in Poisson regression model, Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study, Generalised smooth tests of goodness of fit, A GENERALIZED EMERSON RECURRENCE RELATION, Goodness of fit tests for Nakagami distribution based on smooth tests

Uses Software

• ismev

Cites Work

• Unnamed Item
• Unnamed Item
• On improving density estimators which are not bona fide functions
• Recent and classical goodness-of-fit tests for the Poisson distribution
• Methods for assessing the statistical significance of molecular sequence features by using general scoring schemes.
• W-test for the weibull distribution
• Goodness of fit for the extreme value distribution
• PROPERLY RESCALED COMPONENTS OF SMOOTH TESTS OF FIT ARE DIAGNOSTIC
• A new goodness-of-fit test for type-I extreme-value and 2-parameter weibull distributions with estimated parameters
• Interpreting the skewness coefficient
• Handbook of Exponential and Related Distributions for Engineers and Scientists
• Smooth Tests for the Zero‐Inflated Poisson Distribution
• Diagnostic smooth tests of fit.