A goodness-of-fit statistic for Pareto-type behaviour
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Publication:2571221
DOI10.1016/j.cam.2005.01.036zbMath1073.62045OpenAlexW2074032417MaRDI QIDQ2571221
Jan Beirlant, Yuri Goegebeur, Tertius de Wet
Publication date: 1 November 2005
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2005.01.036
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32)
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