A bootstrap goodness of fit test for the generalized Pareto distribution
DOI10.1016/J.CSDA.2009.04.001zbMATH Open1453.62231OpenAlexW2088175319MaRDI QIDQ961867FDOQ961867
Authors: José A. Villaseñor-Alva, Elizabeth González-Estrada 
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
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Cited In (18)
- A statistical test procedure for the shape parameter of a generalized Pareto distribution
- A review of goodness of fit tests for Pareto distributions
- A PARAMETRIC BOOTSTRAP TEST FOR GENERALIZED EXTREME VALUE DISTRIBUTION
- A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region
- A class of goodness-of-fit tests based on transformation
- On the statistical properties and tail risk of violent conflicts
- On the statistical properties of viral misinformation in online social media
- Capital requirements for cyber risk and cyber risk insurance: an analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test
- NEYMAN SMOOTH TESTS FOR THE GENERALIZED PARETO DISTRIBUTION
- An R package for testing goodness of fit: goft
- gPdtest
- A double generalized Pareto distribution
- Testing for trends in excesses over a threshold using the generalized Pareto distribution
- Data breaches: goodness of fit, pricing, and risk measurement
- Statistical performance of local attractor dimension estimators in non-axiom a dynamical systems
- Generalised smooth tests for the generalised Pareto distribution
- Title not available (Why is that?)
- Sampling from the \(\mathcal{G}_I^0\) distribution
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