Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes

Test

Volumn 16, Issue 2, 2007, Pages 297-313

  Neves, Cláudia ^a   Fraga Alves, M Isabel ^b  

^a UNIVERSITY OF AVEIRO   (Portugal)

^b UNIVERSITY OF LISBON   (Portugal)

Author keywords

Heavy tailed distribution; Hypothesis testing; Max domain of attraction; Regular variation theory

Indexed keywords

EID: 34547261050     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11749-006-0010-1     Document Type: Article

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