Application of the Kolmogorov-Smirnov test to estimate the threshold when estimating the extreme value index

Communications in Statistics: Simulation and Computation

Volumn 40, Issue 2, 2011, Pages 199-207

  Van Zyl, J Martin ^a  

^a UNIVERSITY OF THE FREE STATE   (South Africa)

Author keywords

Extreme value index; Kolmogorov Smirnov test; Pareto model

Indexed keywords

PARETO PRINCIPLE;

EXTREME VALUE INDEX; GOODNESS OF FIT; KOLMOGOROV-SMIRNOV; KOLMOGOROV-SMIRNOV TEST; PARETO DISTRIBUTIONS; PARETO MODEL; PEAKS-OVER-THRESHOLD METHOD;

COMPUTATIONAL COMPLEXITY;

EID: 78650369239     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610918.2010.533227     Document Type: Article

References (6)

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