Testing Extreme Value Conditions — an Overview and Recent Approaches

Cláudia Neves; M. Isabel Fraga Alves

doi:10.57805/revstat.v6i1.59

Testing Extreme Value Conditions — an Overview and Recent Approaches

Authors

Cláudia Neves University of Aveiro
M. Isabel Fraga Alves University of Lisbon

DOI:

https://doi.org/10.57805/revstat.v6i1.59

Keywords:

extreme values, POT and PORT methodologies, location/scale invariance, statistical testing

Abstract

The aim of this paper is to give a brief overview about several tests published in the context of statistical choice of extreme value domains and for assessing extreme value conditions. Some of the most recent testing procedures encompassed in this framework will be illustrated using a teletraffic data set.

Downloads

REVSTAT2008v6n1_6

Published

2008-03-17

How to Cite

Neves , C., & Fraga Alves , M. I. (2008). Testing Extreme Value Conditions — an Overview and Recent Approaches. REVSTAT-Statistical Journal, 6(1), 83–100. https://doi.org/10.57805/revstat.v6i1.59