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Original Articles

A Goodness-of-Fit Test for Location-Scale Max-Stable Distributions

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Pages 557-562 | Received 24 May 2007, Accepted 03 Dec 2009, Published online: 24 Feb 2010

References

  • Anderson , T. W. , Darling , D. A. ( 1952 ). Asymptotic theory of certain “goodness of fit” criteria based on stochastic processes . Annals of Mathematical Statistics 23 : 193 – 212 .
  • Best , D. J. , Rayner , J. C. W. , Thas , O. ( 2007 ). Comparison of five tests of fit for the extreme value distribution . Journal of Statistical Theory and Practice 1 ( 1 ): 89 – 99 .
  • 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 .
  • Shapiro , S. S. , Brain , C. W. ( 1987 ). W-test for the Weibull distribution . Communnications in Statistics—Simulation and Computation 16 : 209 – 219 .
  • Stephens , M. A. ( 1977 ). Goodness of fit for the extreme value distribution . Biometrika 64 : 583 – 588 .

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