Anderson Darling and Modified Anderson Darling Tests for Generalized Pareto Distribution

By .. M.Arshad, .. M.T.Rasool, .. M.I.Ahmad. 2003

74 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/148c6758b2611e5ac4caaf7089f1055404dc8f5a

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In Statistics and Probability

1. Y. P. Li
2. Y. Fan
3. G. H. Huang
4. Nornadiah binti Mohd Razali
5. Xiang-Ming Kong
6. Yap Bee Wah

Citations in the corpus

• Power comparisons of Shapiro-Wilk , Kolmogorov-Smirnov , Lilliefors and Anderson-Darling tests (2011, methodology): “According to Arshad et al. (2003), this test is the most powerful EDF tests.”
• Characterisation of Drought Properties with Bivariate Copula Analysis (2013, unknown): “It is recognised as the most powerful empirical distribution function tests (Arshad et al. 2003) that is defined as: A2 ¼ −n− 1 n X i¼1 n 2i−1ð Þ lnF X ið Þ þ ln 1−F Xnþ1−ið Þð Þ½ ð4Þ where F is the cumulative distribution function of the specified distribution and Xi are the ordered data.”
• Maximum entropy-Gumbel-Hougaard copula method for simulation of monthly streamflow in Xiangxi river, China (2015, methodology): “Given n increasing ordered data points, x( ), the A–D test statistic can be expressed as follows (Anderson and Darling 1954; Arshad et al. 2003):”