Statistical choice of extreme value domains of attraction - A comparative analysis

被引：17

作者：

Alves, MIF ^{[1
]}

Gomes, MI ^{[1
]}

机构：

[1] UNIV LISBON, FAC SCI, P-1700 LISBON, PORTUGAL

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1996年 / 25卷 / 04期

关键词：

extreme-value theory; order statistics; regular variation; statistical choice;

D O I：

10.1080/03610929608831732

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In recent years there has been a significant development of several procedures to infer about the extremal model that most conveniently describes the distribution function of the underlying population from a data set. The problem of choosing one of the three extremal types, giving preference to the Gumbel model for the null hypothesis, has frequently received the general designation of statistical choice of extremal models and has been handled under different set-ups by numerous authors. Recently, a test procedure, referred by Hasofer and Wang (1992), gave place to a comparison with some of other connected perspectives. Such a topic, jointly with some suggestions for applicability to real data, is the theme of the present paper.

引用

页码：789 / 811

页数：23

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