Comparison of five tests of fit for the extreme value distribution

Journal of Statistical Theory and Practice

Volumn 1, Issue 1, 2007, Pages 89-99

  Best, D J ^a   Rayner, J C W ^a   Thas, O ^b  

^a UNIVERSITY OF NEWCASTLE   (Australia)

^b GHENT UNIVERSITY   (Belgium)

Author keywords

Method of moments estimation; Orthonormal functions; Skewed distributions; Skewness and kurtosis coefficients; Weibull distribution

Indexed keywords

EID: 85011154606     PISSN: 15598608     EISSN: 15598616     Source Type: Journal    
DOI: 10.1080/15598608.2007.10411826     Document Type: Article

References (19)

1. Coles, S., 2004. An Introduction to Statistical Modelling of Extreme Values. Springer, New York.
2. Gajek, L., 1986. On improving density estimates which are not bone fide functions. Ann. Statist. 14, 1612–1618.
3. Gürtler, N., Henze, N., 2000. Recent and classical goodness-of-fit tests for the Poisson distribution. Journal of Statistical Planning and Inference, 90, 207–225.
4. Henze, N., Klar, B., 1996. Properly rescaled components of smooth tests of fit are diagnostic. Austral. J. Statist. 38, 61–74.
5. IMSL, 1995. Fortran Numerical Libraries. Visual Numerics, Houston.
6. Klar, B., 2000. Diagnostic smooth tests of fit. Metrika 52, 237–252.
7. Lancaster, H.O., 1969. The Chi-Squared Distribution. Wiley, New York.
8. Karlin, S., Altschul, S.F., 1990. Methods for assessing the statistical significance of molecular sequence features using general scoring schemes. Proc. Math. Acad. Sci. USA, 87, 2264–2268.
9. Liao, M., Shimokawa, T., 1999. A new goodness of fit test for Type-I Extreme-Value and Weibull distributions with estimated parameters. Journal of Statistical Computation and Simulation 64, 23–48.
10. Pal, N., Chun, J., Wooi, K.L., 2006. Handbook of Exponential and Related Distributions for Engineers and Scientists. Chapman and Hall/CRC, Boca Raton.
11. Rayner, J.C.W., Best, D.J., 1989. Smooth Tests of Goodness of Fit. Oxford University Press, New York.
12. Rayner, J.C.W., Best, D.J., Mathews, K.L., 1995. Interpreting the skewness coefficient. Commun. Statist.-Theor. Meth. 24(3), 593–600.
13. Shapiro, S.S., Brain, C.W., 1987. W-test for the Weibull distribution. Communications in Statistics –Simulation and Computation 16, 209–219.
14. Smith, R.L., Naylor, J.C., 1987. A comparison of maximum likelihood and Bayesian estimators for the threeparameter Weibull distribution. Applied Statistics, 36 358–369.
15. Stephens, M.A., 1977. Goodness of fit for the extreme value distribution. Biometrika 64, 583–588.
16. Stuart, A. and Ord, K., 1994. Kendall’s Advanced Theory of Statistics, Volume 1, Sixth edition, Edward Arnold, London.
17. Thas, O., Rayner, J.C.W., 2005. Smooth tests for the zero inflated Poisson distribution. Biometrics 61 (3), 808–815.
18. Thas, O., Rayner, J.C.W., Best, D.J., 2007. Smooth tests for the logistic distribution. Submitted.
19. Thas, O., Rayner, J.C.W., De Boeck, B., 2007. Generalised Emerson recurrence relations. In preparation.