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 |
| _version_ | 1828148598060089344 |
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| author | Cláudia Neves M. Isabel Fraga Alves |
| author_facet | Cláudia Neves M. Isabel Fraga Alves |
| author_sort | Cláudia Neves |
| collection | DOAJ |
| description |
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 data set.
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| first_indexed | 2024-04-11T21:18:22Z |
| format | Article |
| id | doaj.art-25378dfcd9034a04b148d52e9e4096a9 |
| institution | Directory Open Access Journal |
| issn | 1645-6726 2183-0371 |
| language | English |
| last_indexed | 2024-04-11T21:18:22Z |
| publishDate | 2008-03-01 |
| publisher | Instituto Nacional de Estatística | Statistics Portugal |
| record_format | Article |
| series | Revstat Statistical Journal |
| spelling | doaj.art-25378dfcd9034a04b148d52e9e4096a92022-12-22T04:02:45ZengInstituto Nacional de Estatística | Statistics PortugalRevstat Statistical Journal1645-67262183-03712008-03-016110.57805/revstat.v6i1.59Testing Extreme Value Conditions — an Overview and Recent ApproachesCláudia Neves 0M. Isabel Fraga Alves 1University of AveiroUniversity of Lisbon 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 data set. https://revstat.ine.pt/index.php/REVSTAT/article/view/59extreme valuesPOT and PORT methodologieslocation/scale invariancestatistical testing |
| spellingShingle | Cláudia Neves M. Isabel Fraga Alves Testing Extreme Value Conditions — an Overview and Recent Approaches Revstat Statistical Journal extreme values POT and PORT methodologies location/scale invariance statistical testing |
| title | Testing Extreme Value Conditions — an Overview and Recent Approaches |
| title_full | Testing Extreme Value Conditions — an Overview and Recent Approaches |
| title_fullStr | Testing Extreme Value Conditions — an Overview and Recent Approaches |
| title_full_unstemmed | Testing Extreme Value Conditions — an Overview and Recent Approaches |
| title_short | Testing Extreme Value Conditions — an Overview and Recent Approaches |
| title_sort | testing extreme value conditions an overview and recent approaches |
| topic | extreme values POT and PORT methodologies location/scale invariance statistical testing |
| url | https://revstat.ine.pt/index.php/REVSTAT/article/view/59 |
| work_keys_str_mv | AT claudianeves testingextremevalueconditionsanoverviewandrecentapproaches AT misabelfragaalves testingextremevalueconditionsanoverviewandrecentapproaches |