Goodness-of-fit tests for extreme value distributions

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Goodness-of-fit tests for extreme value distributions

This study concentrates on the Goodness-of-fit (GoF) test for the extreme value distributions. The distributions involved are Generalized Extreme Value (GEV) Type-I, Type-II and Type-III distributions. In this study, the types of GoF tests involved are the graphical plots as well as the statistical...

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Bibliographic Details
Main Author:	Zainal Abidin, Nahdiya
Format:	Thesis
Language:	English
Published:	2013
Subjects:	Extreme value theory Distribution (Probability theory) Goodness-of-fit tests
Online Access:	http://psasir.upm.edu.my/id/eprint/41450/ http://psasir.upm.edu.my/id/eprint/41450/1/IPM%202013%204R.pdf

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