Comparison of Five Tests of Fit for the Extreme Value Distribution
Tests for the Extreme Value distribution based on the sample skewness and kurtosis coefficients are shown to be related to components of smooth tests of goodness of fit and are compared with tests due to Anderson-Darling, Shapiro-Brain and Liao-Shimokawa. Two examples are given.
AMS Subject Classification62F03 and 62G32
KeywordsMethod of moments estimation Orthonormal functions Skewness and kurtosis coefficients Skewed distributions Weibull distribution
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