Goodness of fit for the extreme value distribution

Cited In (42)

Data-driven smooth tests for the extreme value distribution
A new goodness-of-fit test for type-I extreme-value and 2-parameter weibull distributions with estimated parameters
Goodness of fit test for the generalized Rayleigh distribution with unknown parameters
Different EDF goodness-of-fit tests for competing risks models
Modified goodness-of-fit test for the laplace distribution
An alternative to the weibull distribution
Updating and asymptotic relative efficiency of a nonlinear discriminant function estimated from a mixture of two Gompertz populations
Sources of uncertainty in the extreme value statistics of climate data
A modified Kolmogorov-Smirnov test for the inverse gaussian density with unknown parameters
On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
Generalised smooth tests of goodness of fit
Errors of misclassification and their probability distributions when the parent populations are Gompertz
On MLE of a nonlinear discriminant function from a mixture of two Gompertz distributions based on small sample size
On the estimation of the extreme value and normal distribution parameters based on progressive type-II hybrid-censored data
Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
Computation of probability associated with Anderson-Darling statistic
Bootstrap based goodness-of-fit-tests
Minimum anderson-darling estimation
Statistical inference for geometric processes with gamma distributions
Goodness-of-fit tests for the Gompertz distribution
Coefficients of the asymptotic distribution of the kolmogorov-smirnov statistic when parameters are estimated
Estimation of parameters from progressively censored data using EM algorithm
A goodness-of-fit test for location-scale max-stable distributions
A cramer-von mises type goodness-of-fit test with asymmetric weight function. the gaussian and exponential cases
Randomized goodness of fit tests
The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution
Introduction to the bootstrap world
Goodness—of—fit for the two—parameter weibull distribution with estimated parameters
Extreme Value Theory and Statistics of Univariate Extremes: A Review
Goodness of fit for the inverse Gaussian distribution
A review of model selection procedures relevant to the weibull distribution
Goodness‐of‐fit tests for the weibull dictribution with unknown parameters and censored sampling
Testing the tail index in autoregressive models
A CHARACTERIZATION OF GENERALIZED PARETO DISTRIBUTIONS BY PROGRESSIVE CENSORING SCHEMES AND GOODNESS-OF-FIT TESTS
Comparison of five test of fit for the extreme value distribution
A universal QQ-plot for continuous non-homogeneous populations
Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic
Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach
Review of testing issues in extremes: in honor of Professor Laurens de Haan
Modified cramer-von mises and anderson-darling tests for weibull distributions with unknown location and scale parameters
Data-driven stabilizations of goodness-of-fit tests
Goodness-of-fit tests for the two parameter Weibull distribution

This page was built for publication: Goodness of fit for the extreme value distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4151568)