On Procedures for Testing the Equivalence of Distribution Tails
Author:
Publisher
Pleiades Publishing Ltd
Subject
General Mathematics
Link
https://link.springer.com/content/pdf/10.1134/S1064562422700132.pdf
Reference10 articles.
1. J. Beirlant, Y. Goegebeur, J. Teugels, and J. Segers, Statistics of Extremes: Theory and Applications (Wiley, New York, 2004). https://doi.org/10.1002/0470012382
2. L. de Haan and A. Ferreira, Extreme Value Theory: An Introduction (Springer, New York, 2006). https://doi.org/10.1007/0-387-34471-3
3. J. Hüsler and L. Peng, “Review of testing issues in extremes: In honor of Professor Laurens de Haan,” Extremes 11 (1), 99–111 (2008). https://doi.org/10.1007/s10687-007-0052-0
4. E. O. Kantonistova and I. V. Rodionov, “Analogues of classical goodness-of-fit tests for distribution tails,” Dokl. Math. 103 (1), 35–38 (2021). https://doi.org/10.1134/S1064562421010063
5. J. Danielsson, L. M. Ergun, L. de Haan, and C. G. de Vries, “Tail index estimation: Quantile driven threshold selection” (2016). https://doi.org/10.2139/ssrn.2717478
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