Testing Extreme Value Conditions — an Overview and Recent Approaches

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...

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Bibliographic Details
Main Authors: Cláudia Neves, M. Isabel Fraga Alves
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2008-03-01
Series:Revstat Statistical Journal
Subjects:
extreme values
POT and PORT methodologies
location/scale invariance
statistical testing
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/59

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