Goodness of Fit Tests for the Extreme Value Distribution based on Regression, EDF and the Stabilized Probability Plot
Author
Department/s
Publishing year
2008
Language
English
Full text
- Available as PDF - 180 kB
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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Unpublished