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Publication:3763394
zbMath0627.62024MaRDI QIDQ3763394
M. Ivette Gomes, Maria Teresa Alpuim
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
order statisticslocally most powerful testsLMP testmultivariate GEV modelasymptotic properties of Gumbel statisticmultivariate generalized extreme value modelstatistical choice
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30)
Related Items (7)
Testing the tail index in autoregressive models ⋮ Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ An interview with Ivette Gomes ⋮ Unnamed Item ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan ⋮ Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model
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