Model selection and validation of extreme distribution by goodness-of-fit test based on conditional position

Model selection and validation of extreme distribution by goodness-of-fit test based on conditional position

In Extreme Value Theory, the important aspect of model extrapolation is to model the extreme behavior. This is because the choice of the extreme value distribution model affects the prediction that is about to be made. Thus, model validation which is called Goodness-of-fit (GoF) test is necessary. I...

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Bibliographic Details
Main Authors: Zainal Abidin, Nahdiya, Adam, Mohd Bakri
Format: Conference or Workshop Item
Language:English
Published: AIP Publishing LLC 2013
Online Access:http://psasir.upm.edu.my/id/eprint/34542/
http://psasir.upm.edu.my/id/eprint/34542/1/Model%20selection%20and%20validation%20of%20extreme%20distribution%20by%20goodness-of-fit%20test%20based%20on%20conditional%20position.pdf

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