Testing Extreme Value Conditions — an Overview and Recent Approaches
The aim of this paper is to give a brief overview about several tests published in the context of statistical choice of extreme value domains and for assessing extreme value conditions. Some of the most recent testing procedures encompassed in this framework will be illustrated using a teletraffic...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2008-03-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/59 |