On testing extreme value conditions

70 citations recorded by the source corpus.

Citations in the corpus

Weighted approximations to tail copula processes with application to testing the extreme value condition (2006, unknown): “2 are of the right type. It is only based on the relative positions (ranks) of the data and completely independent of the marginal distributions for which tests have been developed already in [5] and [4]. 1.4. Use of test. As mentioned before, the test statistic kLn can be used for a preliminary tes”
On an extreme value version of the Birnbaum-Saunders distribution (2012, unknown): “For details about this test, see Dietrich et al. (2002).”
Approximations to the tail empirical distribution function with application to testing extreme value conditions (2006, unknown): “A test for a similar hypothesis, but based on the tail empirical quantile function instead of the tail empirical distribution function, has been discussed by Dietrich et al. (2002).”