TestEVC1d

Software for Extreme Value Analysis (EVA): Testing the extreme value conditions. Calculate the maximum likelihood estimator or the moment estimator for the extreme value index, or to test one dimensional extreme value condition (EVC1d), i.e. to test whether one given sample is from one distribution belonging to the max-domain of attraction of an extreme value distribution.

References in zbMATH (referenced in 1 article )

Showing result 1 of 1.
Sorted by year (citations)

  1. Gilleland, Eric; Ribatet, Mathieu; Stephenson, Alec G.: A software review for extreme value analysis (2013)