Data-driven smooth tests for the extreme value distribution

Statistics

Volumn 38, Issue 5, 2004, Pages 413-426

  Janic Wróblewska, Alicja ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Effective score test; Extreme value distribution; Goodness of fit; Monte Carlo study; Neyman's test; Schwarz's rule; Smooth test; Weibull distribution

Indexed keywords

EID: 3042695996     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331880410001692967     Document Type: Article

References (17)

1. Gan, F. F. and Koehler, K. J. (1990). Goodness-of-fit tests based on P-P probability plots. Technometrics, 32, 289-303.
2. Gerlach, B. (1979). A consistent correlation-type goodness-of-fit test; with application to the two-parameter Weibull distribution. Statistics, 10, 427-452.
3. Inglot, T., Kallenberg, W. C. M. and Ledwina, T. (1997). Data-driven smooth tests for composite hypotheses. Ann. Statist., 25, 1222-1250.
4. Janic-Wróblewska, A. (1997). Data-driven smooth tests for the extreme value distribution. Preprint No. 1/97, Institute of Mathematics, Wrocław University of Technology.
5. Janic-Wróblewska, A. (2004). Data-driven smooth test for a location-scale family. Statistics, in press.
6. Kallenberg, W. C. M. and Ledwina, T. (1997a). Data-driven smooth tests for composite hypotheses: Comparison of powers. J. Statist. Comput. Simul., 59, 101-121.
7. Kallenberg, W. C. M. and Ledwina, T. (1997b). Data-driven smooth tests when the hypothesis is composite. J. Amer. Statist. Assoc., 92, 1094-1104.
8. Ledwina, T. (1994). Data-driven version of Neyman's smooth test of fit. J. Amer. Statist. Assoc., 89, 1000-1005.
9. Lockhart, R. A. and Stephens, M. A. (1994). Estimation and tests of fit for the three-parameter Weibull distribution. J. Roy. Statist. Soc. B, 56, 491-500.
10. Mann, N. R., Scheuer, E. M. and Ferting, R. S. (1973). A new goodness-of-fit test for the two-parameter Weibull or extreme value distribution with unknown parameters. Commun. Statist.-Theory Meth., 2, 383-400.
11. Marsaglia, G. and Zaman, A. (1991). A new class of random numbers generators. Ann. Appl. Probab., 1, 462-480.
12. McLaren, C. G. and Lockhart, R. (1987). On the asymptotic efficiency of certain correlation tests of fit. Canad. J. Statist., 15, 159-167.
13. Pearson, E. S., D'Agostino, R. B. and Bowman, K. O. (1977). Test for departure from normality: Comparison of power. Biometrika, 64, 231-246.
14. Shapiro, S. S. and Brain, C. W. (1987). W-test for the Weibull distribution. Comm. Statist-Simulation Comput., 16, 209-219.
15. Stephens, M. A. (1977). Goodness of fit for the extreme value distribution. Biometrika, 64, 583-588.
16. Stephens, M. A. (1986). Tests based on EDF statistics. In: D'Agostino, R. B. and Stephens, M. A. (Eds.), Goodness-of-Fit Techniques. Marcel Dekker, New York, pp. 97-194.
17. Thomas, D. R. and Pierce, D. A. (1979). Neyman's smooth goodness-of-fit test when the hypothesis is composite. J. Amer. Statist. Assoc., 74, 441-445.