A TEST FOR EXTREME VALUE DOMAIN OF ATTRACTION
成果类型：
Article
署名作者：
HASOFER, AM; WANG, Z
刊物名称：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN/ISSBN：
0162-1459
DOI：
10.2307/2290466
发表日期：
1992
页码：
171-177
关键词：
摘要：
A simple statistic is proposed to test the hypothesis that a sample comes from a distribution in the domain of attraction of the Gumbel distribution. It is based on the top k order statistics and is a generalization of the Shapiro-Wilk goodness-of-fit statistic. The critical region of the test and its power against the alterative that the sample comes from a distribution in another domain of attraction are studied theoretically and by simulation. The power turns out to be superior to that of other tests previously proposed.