A new goodness-of-fit test for type-I extreme-value and 2-parameter weibull distributions with estimated parameters

DOI10.1080/00949659908811965zbMath0979.62030MaRDI QIDQ4719461

Min Liao, Toshiyuki Shimokawa

Publication date: 18 February 2002

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659908811965

zbMATH Keywords

Anderson-Darling; goodness-of-fit test; Kolmogorov-Smirnov; Cramer-von Mises; 2-parameter Weibull distributions; type-I extreme-value distribution

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G32: Statistics of extreme values; tail inference

Related Items

Generalised smooth tests of goodness of fit, Review of testing issues in extremes: in honor of Professor Laurens de Haan, Comparison of five test of fit for the extreme value distribution, A Goodness-of-Fit Test for Location-Scale Max-Stable Distributions

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