gPdtest

swMATH11193MaRDI QIDQ23140FDOQ23140

Author name not available (Why is that?)

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

Described by source

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

Cited In (9)

• 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
• An R package for testing goodness of fit: goft
• A double generalized Pareto distribution
• Data breaches: goodness of fit, pricing, and risk measurement
• 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
• Sampling from the \(\mathcal{G}_I^0\) distribution

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