Please use this identifier to cite or link to this item:
doi:10.22028/D291-26224 | Title: | Approximations to the tail empirical distribution function with application to testing extreme value conditions |
| Author(s): | Drees, Holger de Haan, Laurens Deyuan, Li |
| Language: | English |
| Year of Publication: | 2002 |
| Free key words: | domain of attraction limit distribution maximum likelihood |
| DDC notations: | 510 Mathematics |
| Publikation type: | Other |
| Abstract: | A weighted approximation to the tail empirical distribution function is derived which is suitable for applications in extreme value statistics. The approximation is used to develop a Cramer-von Mises type test for the extreme value conditions. A useful auxiliary result is a tail approximation to the distribution function. |
| Link to this record: | urn:nbn:de:bsz:291-scidok-44099 hdl:20.500.11880/26280 http://dx.doi.org/10.22028/D291-26224 |
| Series name: | Preprint / Fachrichtung Mathematik, Universität des Saarlandes |
| Series volume: | 74 |
| Date of registration: | 2-Dec-2011 |
| Faculty: | MI - Fakultät für Mathematik und Informatik |
| Department: | MI - Mathematik |
| Collections: | SciDok - Der Wissenschaftsserver der Universität des Saarlandes |
Files for this record:
| File | Description | Size | Format | |
|---|---|---|---|---|
| preprint_74_02.pdf | 396,34 kB | Adobe PDF | View/Open |
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