An adaptive efficient test for Gumbel domain of attraction

Scandinavian Journal of Statistics

Volumn 25, Issue 2, 1998, Pages 311-324

  Marohn, Frank ^a  

^a CATHOLIC UNIVERSITY OF EICHSTÄTT INGOLSTADT   (Germany)

Author keywords

Adaptive estimator; Asymptotically optimal test; Central sequence; Domain of attraction; Extreme value distribution; Generalized Pareto distribution; Local asymptotic normality; Local extreme value alternative

Indexed keywords

EID: 0032393547     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00105     Document Type: Article

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