scientific article; zbMATH DE number 7148144

MaRDI QIDQ5207090zbMATH OpenFDO

Authors Mir Nabi Pirouzi Fard, Björn Holmquist

Publication date 6 January 2020

Full work available at URL http://chjs.mat.utfsm.cl/volumes/04/01/Fard_Holmquist(2013).pdf#vol4-number1-2013

zbMATH Keywords

extreme value distributiongeneralized least squaresgoodness-of-fit testmeansvariances and covariances of order statistics

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Recommendations

• Extreme-value moment goodness-of-fit tests
• A new test for the extreme value distribution
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• Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study
• Data-driven smooth tests for the extreme value distribution
• Correlation-type goodness of fit test for extreme value distribution based on simultaneous closeness
• Estimation and testing of quantiles of the extreme-value distribution

Cites work

• A new goodness-of-fit test for type-I extreme-value and 2-parameter weibull distributions with estimated parameters
• Approximations of Variances and Covariances for Order Statistics from the Standard Extreme Value Distribution
• First moment approximations for order statistics from the extreme value distribution
• Goodness-of-fit tests for the two parameter Weibull distribution
• scientific article; zbMATH DE number 3141622 (Why is no real title available?)
• scientific article; zbMATH DE number 3860238 (Why is no real title available?)
• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• IV.—On Least Squares and Linear Combination of Observations
• LEAST-SQUARES ESTIMATION OF LOCATION AND SCALE PARAMETERS USING ORDER STATISTICS
• Linear Estimates of Parameters in the Extreme Value Distribution
• On goodness-of-fit tests for the two-parameter Weibull distribution derived from the stabilized probability plot
• Order statistics from extreme value distribution, i: tables of means, variances and covariances
• Table of the first moment of ranked extremes
• The Moments of Log-Weibull Order Statistics

Cited in

(8)

• Comparison of five test of fit for the extreme value distribution
• A new test for the extreme value distribution
• Exact Statistical Tests for Heterogeneity of Frequencies Based on Extreme Values
• Data-driven smooth tests for the extreme value distribution
• Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study
• A generalized Gumbel distribution and its parameter estimation
• POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk
• Goodness-of-fit tests for a heavy tailed distribution

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