73
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

NEYMAN SMOOTH TESTS FOR THE GENERALIZED PARETO DISTRIBUTION

&
Pages 1067-1078 | Published online: 02 Sep 2006

REFERENCES

  • Pickands , J. 1975 . Statistical Inference Using Extreme Order Statistics . The Annals of Statistics , 3 : 119 – 131 .
  • Balkema , A.A. and De Haan , L. 1974 . Residual Life Time at Great Age . The Annals of Probability , 2 ( 5 ) : 792 – 804 .
  • Choulakian , V. and Stephens , M.A. 2001 . Goodness-of-fit Tests for the Generalized Pareto Distribution . Technometrics , 43 ( 4 ) : 478 – 484 .
  • Porter , J.E. , Coleman , J.W. and Moore , A.H. 1992 . Modified KS, AD, and C-vM Tests for the Pareto Distribution with Unknown Location and Scale Parameters . IEEE Transactions on Reliability , 41 ( 1 ) : 112 – 117 .
  • Smith , R.L. 1985 . Maximum Likelihood Estimation in a Class of Nonregular Cases . Biometrika , 72 ( 1 ) : 67 – 90 .
  • Grimshaw , S.D. 1993 . Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution . Technometrics , 35 ( 2 ) : 185 – 193 .
  • Prescott , P. and Walden , A.T. 1980 . Maximum Likelihood Estimation of the Parameters of the Generalized Extreme-Value Distribution . Biometrika , 67 ( 3 ) : 723 – 724 .
  • Davison , A.C. 1984 . Modeling Excesses Over Hight Thresholds, with an Application . Statistical Extremes and Applications , : 461 – 482 .
  • Hosking , J.R.M. , Wallis , J.R. and Wood , E.F. 1987 . Estimation of the Generalized Extreme-Value Distribution by the Method of Probability-Weighted Moments . Technometrics , 27 ( 3 ) : 251 – 261 .
  • Rayner , J.C.W. and Best , D.J. 1986 . Neyman-type Smooth Tests for Location-Scale Families . Biometrika , 73 ( 2 ) : 437 – 446 .
  • Rayner , J.C.W. and Best , D.J. 1989 . Smooth Tests of Goodness of Fit Oxford : Oxford University Press .
  • Bargal , A.I. and Thomas , D.R. 1983 . Smooth Goodness of Fit Tests for the Weibull Distribution with Singly Censored Data . Commun. Statist.—Theor. Meth. , 12 : 1431 – 1447 .
  • Pollard , D. 1984 . Convergence of Stochastic Processes New York, Berlin, Heidelberg : Springer .
  • Cox , D.R. and Hinkley , D.V. 1974 . Theoretical Statistics London : Chapman and Hall .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.