DETERMINATION OF DOMAINS OF ATTRACTION BASED ON A SEQUENCE OF MAXIMA

DOI10.1111/J.1467-842X.1996.TB00673.XMaRDI QIDQ4354765zbMATH OpenOpenAlexFDO

Authors

Publication date 17 September 1997

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.1996.tb00673.x

zbMATH Keywords

spacingssample maximaShapiro-Wilk testsample extremescorrelation coefficient test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30)

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Cited in

(7)

• On tests for distinguishing distribution tails
• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• Diagnostic plots for identifying max domains of attraction under power normalization
• Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic
• The contribution of the maximum to the sum of excesses for testing max-domains of attraction
• Review of testing issues in extremes: in honor of Professor Laurens de Haan
• Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes

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