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Testing for the shape parameter of generalized extreme value distribution based on the(L_q)-likelihood ratio statistic

✍ Scribed by Huang, Chao; Lin, Jin-Guan; Ren, Yan-Yan


Book ID
115481644
Publisher
Springer
Year
2012
Tongue
English
Weight
728 KB
Volume
76
Category
Article
ISSN
0026-1335

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On the distribution of VOTAW's likelihoo
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I n this paper the exact distribution function of VOTAW's likelihood ratio criterion L has been obtained in the form of an infinite series by applying MELLIN'S transformation on the moments and then by using the asymptotic expansion for log r(s + h). The author has actually calculated the values of