Generalised smooth tests for the generalised Pareto distribution

Authors

B De Boeck, Ghent University
Olivier Thas, University of WollongongFollow
J. C. W Rayner, University of WollongongFollow
Donald John Best, University of NewcastleFollow

RIS ID

56872

Publication Details

De Boeck, B., Thas, O., Rayner, J. C. W. & Best, D. J. (2011). Generalised smooth tests for the generalised Pareto distribution. Journal of Statistical Theory and Practice, 5 (4), 737-750.