Exponentiality versus generalized Pareto -- a resistant and robust test

MaRDI QIDQ3433263zbMATH OpenFDO

Authors M. F. Brilhante

Publication date 27 April 2007

zbMATH Keywords

boradened situationsbreakdown pointgeneralized Pareto distributionmixturesorder statisticsresistancerobustnesstables

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32) Nonparametric robustness (62G35)

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(5)

• Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio
• A review of goodness of fit tests for Pareto distributions
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• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• Testable implications of Pareto efficiency and individualrationality

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