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Application of the Kolmogorov-Smirnov test to estimate the threshold when estimating the extreme value index

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Publication:3085304
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DOI10.1080/03610918.2010.533227zbMATH Open1209.62113OpenAlexW2064312502MaRDI QIDQ3085304FDOQ3085304


Authors: J. Martin van Zyl Edit this on Wikidata


Publication date: 31 March 2011

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2010.533227




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  • scientific article; zbMATH DE number 7148821


Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)


Cites Work

  • Title not available (Why is that?)
  • How to make a Hill plot.
  • On distribution-free goodness-of-fit testing of exponentiality


Cited In (1)

  • A toll evasion recognition method based on Gaussian mixture clustering





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