Semi-parametric approach to the Hasofer–Wang and Greenwood statistics in extremes

Cláudia Neves and M. Fraga Alves ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2007, vol. 16, issue 2, 297-313

Keywords: Max-domain of attraction; Heavy-tailed distribution; Regular variation theory; Hypothesis testing; 62G32; 62G10; 62G20 (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s11749-006-0010-1

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