Exponentiality versus generalized Pareto -- a resistant and robust test

zbMATH Open1132.62322MaRDI QIDQ3433263FDOQ3433263

Authors: M. F. Brilhante 

Publication date: 27 April 2007

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zbMATH Keywords

tablesrobustnessmixturesgeneralized Pareto distributionbreakdown pointorder statisticsresistanceboradened situations

Mathematics Subject Classification ID

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

Cited In (5)

• A review of goodness of fit tests for Pareto distributions
• Title not available (Why is that?)
• Testable implications of Pareto efficiency and individualrationality
• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio

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