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Test for the extreme value and weibull distributions based on normalized spacings

✍ Scribed by R. A. Lockhart; F. O'Reilly; M. A. Stephens

Publisher
John Wiley and Sons
Year
1986
Tongue
English
Weight
549 KB
Volume
33
Category
Article
ISSN
0894-069X

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## Abstract Ghoudi, Khoudraji & Rivest [__The Canadian Journal of Statistics__ 1998;26:187–197] showed how to test whether the dependence structure of a pair of continuous random variables is characterized by an extreme‐value copula. The test is based on a __U__‐statistic whose finite‐ and large‐sa