کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1147649 | 957783 | 2011 | 16 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Looking for max-semistability: A new test for the extreme value condition
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Looking for max-semistability: A new test for the extreme value condition Looking for max-semistability: A new test for the extreme value condition](/preview/png/1147649.png)
چکیده انگلیسی
To test the extreme value condition, Cramér-Von Mises type tests were recently proposed by Drees et al. (2006) and Dietrich et al. (2002). Hüsler and Li (2006) presented a simulation study on the behavior of these tests and verified that they are not robust for models in the domain of attraction of a max-semistable distribution function. In this work we develop a test statistic that distinguishes quite well distribution functions which belong to a max-stable domain of attraction from those in a max-semistable one. The limit law is deduced and the results from a numerical simulation study are presented.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 9, September 2011, Pages 3005-3020
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 9, September 2011, Pages 3005-3020
نویسندگان
LuÃsa Canto e Castro, Sandra Dias, Maria da Graça Temido,