Approximations to the tail empirical distribution function with application to testing extreme value conditions

DOI10.1016/j.jspi.2005.02.017zbMath1093.62052OpenAlexW2038922314MaRDI QIDQ2499095

Deyuan Li, Holger Drees, Laurens De Haan

Publication date: 14 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.02.017

zbMATH Keywords

domain of attractionmaximum likelihoodlimit distributionweighted approximationtail empirical distribution functionAnderson--Darling test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (29)

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• On the estimation of high quantiles
• Fighting the arch–enemy with mathematics‘
• On Smooth Statistical Tail Functionals
• Functional central limit theorems for processes with positive drift and their inverses

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