Goodness-of-fit tests for the generalized pareto distribution

Technometrics

Volumn 43, Issue 4, 2001, Pages 478-484

  Choulakian, V ^a   Stephens, M A ^b  

^a UNIVERSITÉ DE MONCTON   (Canada)

^b SIMON FRASER UNIVERSITY   (Canada)

Author keywords

Exceedances; Extreme values; Hydrology; Threshold selection

Indexed keywords

FUNCTION EVALUATION; HYDROLOGY; PARAMETER ESTIMATION; PARETO PRINCIPLE; PROBABILITY DENSITY FUNCTION; STATISTICS;

CRAMER-VON MISES STATISTICS; GENERALIZED PARETO DISTRIBUTION; GOODNESS-OF-FIT TEST; THRESHOLD SELECTION;

PROBABILITY DISTRIBUTIONS;

EID: 0035517051     PISSN: 00401706     EISSN: None     Source Type: Journal    
DOI: 10.1198/00401700152672573     Document Type: Article

References (18)

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17. A probabilistic approach to analysis and prediction of floods