Testing the Gumbel hypothesis via the Pot-method

DOI10.1023/A:1009910806693MaRDI QIDQ1297902zbMATH OpenFDO

Authors Frank Marohn

Publication date 14 September 1999

Published in Extremes (Search for Journal in Brave)

zbMATH Keywords

local alternativeslocal asymptotic normalityGumbel distributionexceedances over threshold

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Extreme value theory; extremal stochastic processes (60G70)

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Cited in

(10)

• On testing the extreme value index via the POT-method
• Detecting finiteness in the right endpoint of light-tailed distributions
• Testing the Gumbel hypothesis by Galton's ratio
• Review of testing issues in extremes: in honor of Professor Laurens de Haan
• Testing the tail index in autoregressive models
• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• The contribution of the maximum to the sum of excesses for testing max-domains of attraction
• Double-thresholded estimator of extreme value index
• Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes
• On the Effectiveness of Gummel’s Method

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