Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions
From MaRDI portal
Publication:820207
Recommendations
- A new goodness-of-fit test for type-I extreme-value and 2-parameter weibull distributions with estimated parameters
- W-test for the weibull distribution
- A new test for the extreme value distribution
- scientific article; zbMATH DE number 4068067
- Test for the extreme value and weibull distributions based on normalized spacings
Cites work
- scientific article; zbMATH DE number 3142471 (Why is no real title available?)
- scientific article; zbMATH DE number 3860238 (Why is no real title available?)
- scientific article; zbMATH DE number 597910 (Why is no real title available?)
- A consistent correlation-type goodness-of-fit test;with application to the two-parameter weibull distribution
- A men goodness-of-fit test for the two-parameter wetbull or extreme-value distribution with unknown parameters
- Asymptotic Statistics
- On goodness-of-fit tests for the two-parameter Weibull distribution derived from the stabilized probability plot
- Spherical harmonics in quadratic forms for testing multivariate normality
Cited in
(29)- New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring
- The empirical moment process in testing for the generalized two-sided power distribution
- Goodness-of-fit tests based on the min-characteristic function
- Record events attribution in climate studies
- Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study
- Test of fit for Marshall-Olkin distributions with applications
- Review of testing issues in extremes: in honor of Professor Laurens de Haan
- A new goodness-of-fit test for type-I extreme-value and 2-parameter weibull distributions with estimated parameters
- A new test for the extreme value distribution
- A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution
- A discrimination test for tails of Weibull-type distributions
- scientific article; zbMATH DE number 4052783 (Why is no real title available?)
- Correlation-type goodness of fit test for extreme value distribution based on simultaneous closeness
- Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method
- Tests for generalized exponential laws based on the empirical Mellin transform
- Maximum log-likelihood ratio test for a change in three parameter Weibull distribution
- Determining the distribution of fitness effects using a generalized beta-Burr distribution
- Goodness-of-fit tests for bivariate and multivariate skew-normal distributions
- Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform
- Test for the extreme value and weibull distributions based on normalized spacings
- On a test of normality based on the empirical moment generating function
- Tabular aids for fitting weibull moment estimates
- Goodness-of-fit testing for Weibull-type behavior
- Empirical approximations for Hoeffding's test of bivariate independence using two Weibull extensions
- Comparison of location models of Weibull type samples and extreme value processes
- Simplified likelihood based goodness-of-fit tests for the Weibull distribution
- scientific article; zbMATH DE number 4068067 (Why is no real title available?)
- Fixed point characterizations of continuous univariate probability distributions and their applications
- scientific article; zbMATH DE number 7578234 (Why is no real title available?)
This page was built for publication: Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q820207)
