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

DOI10.1080/03610918.2010.533227MaRDI QIDQ3085304zbMATH OpenOpenAlexFDO

Authors J. Martin van Zyl

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

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

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Cites work

• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• How to make a Hill plot.
• On distribution-free goodness-of-fit testing of exponentiality

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