- Title
- Comparison of five tests of fit for the extreme value distribution
- Creator
- Best, D. J.; Rayner, J. C. W.; Thas, O.
- Relation
- Journal of Statistical Theory and Practice Vol. 1, Issue 1, p. 89-99
- Publisher Link
- http://dx.doi.org/10.1080/15598608.2007.10411826
- Publisher
- Grace Scientific Publishing
- Resource Type
- journal article
- Date
- 2007
- Description
- Tests for the Extreme Value distribution based on the sample skewness and kurtosis coefficients are shown to be related to components of smooth tests of goodness of fit and are compared with tests due to Anderson-Darling, Shapiro-Brain and Liao-Shimokawa. Two examples are given.
- Subject
- methods of moment distribution; orthonormal functions; skewness and kurtosis coefficients; skewed distributions; Weibull distribution
- Identifier
- http://hdl.handle.net/1959.13/1038605
- Identifier
- uon:13561
- Identifier
- ISSN:1559-8608
- Language
- eng
- Full Text
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| Thumbnail | File | Description | Size | Format | |||
|---|---|---|---|---|---|---|---|
| View Details Download | ATTACHMENT01 | Publisher version (open access) | 164 KB | Adobe Acrobat PDF | View Details Download |