Model selection and validation of extreme distribution by goodness-of-fit test based on conditional position
In Extreme Value Theory, the important aspect of model extrapolation is to model the extreme behavior. This is because the choice of the extreme value distribution model affects the prediction that is about to be made. Thus, model validation which is called Goodness-of-fit (GoF) test is necessary. I...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
AIP Publishing LLC
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/34542/1/Model%20selection%20and%20validation%20of%20extreme%20distribution%20by%20goodness-of-fit%20test%20based%20on%20conditional%20position.pdf |