Goodness of Fit Tests for the Extreme Value Distribution based on Regression, EDF and the Stabilized Probability Plot
Författare
Avdelning/ar
Publiceringsår
2008
Språk
Engelska
Fulltext
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Dokumenttyp
Working paper
Ämne
- Probability Theory and Statistics
Nyckelord
- Empirical Distribution Function
- Extreme value distribution
- Generalized Least Squares
- Means
- variances and covariances of order statistics
- Regression test.
Status
Unpublished