Article ID Journal Published Year Pages File Type
1148845 Journal of Statistical Planning and Inference 2006 41 Pages PDF
Abstract

Weighted approximations to the tail of the distribution function and its empirical counterpart are derived which are suitable for applications in extreme value statistics. The approximation of the tail empirical distribution function is then used to develop an Anderson–Darling type test of the null hypothesis that the distribution function belongs to the domain of attraction of an extreme value distribution.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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