A bootstrap goodness of fit test for the generalized Pareto distribution

DOI10.1016/j.csda.2009.04.001zbMath1453.62231MaRDI QIDQ961867

Elizabeth González-Estrada, José A. Villaseñor-Alva

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.04.001

zbMATH Keywords

parameter estimation; parametric bootstrap; asymptotic maximum likelihood estimation; intersection-union tests; ozone data

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G30: Order statistics; empirical distribution functions

62F40: Bootstrap, jackknife and other resampling methods

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A Class of Goodness-of-fit Tests Based on Transformation, gPdtest, Data breaches: goodness of fit, pricing, and risk measurement, A double generalized Pareto distribution

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