Código QR (código de barras bidimensional)

Exponentiality versus generalized Pareto — a resistant and robust test

Using resistant and robust methods we propose the statistic Tn = (FU −M)/(M −FL) for testing exponentiality versus generalized Pareto, where FU , FL and M are, respectively, the upper and lower fourths and the median of a random sample of size n. The statistic Tn is based on the statistic Vn = (Xn:...

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Hovedforfatter: M. F. Brilhante
Format: Artigo
Sprog:Inglês
Udgivet: Instituto Nacional de Estatística | Statistics Portugal 2004-06-01
Serier:Revstat Statistical Journal
Fag:
generalized Pareto distribution
breakdown point
resistance
robustness
broadened situations
mixtures
Online adgang:https://revstat.ine.pt/index.php/REVSTAT/article/view/6
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