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Goodness of Fit Tests for the Extreme Value Distribution based on Regression, EDF and the Stabilized Probability Plot

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Author

Publishing year

2008

Language

English

Document type

Working paper

Topic

  • Probability Theory and Statistics

Keywords

  • Empirical Distribution Function
  • Extreme value distribution
  • Generalized Least Squares
  • Means
  • variances and covariances of order statistics
  • Regression test.

Status

Unpublished