gPdtest

MaRDI QIDQ23140swMATHFDO

Official website http://cran.r-project.org/web/packages/gPdtest/index.html

Source code repository https://github.com/cran/gPdtest

Described by source

• A bootstrap goodness of fit test for the generalized Pareto distribution

Cited in

(17)

• A review of goodness of fit tests for Pareto distributions
• On the statistical properties and tail risk of violent conflicts
• On the statistical properties of viral misinformation in online social media
• A class of goodness-of-fit tests based on transformation
• 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
• lmom
• nsRFA
• smoothtail
• spd
• PoweR
• fgof
• GoFKernel
• mev
• An R package for testing goodness of fit: goft
• A double generalized Pareto distribution
• Data breaches: goodness of fit, pricing, and risk measurement
• Sampling from the \(\mathcal{G}_I^0\) distribution

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