Electronic Resource
Springer
Extremes
3 (2000), S. 291-303
ISSN:
1572-915X
Keywords:
extremal law
;
domain of extremal attraction
;
Gumbel law
;
hypothesis test
;
Galton's ratio
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We study a generalization of a ratio of spacings introduced by Galton in 1902. The ratio proves to be an important building block in the construction of a large sample test for the hypothesis that a distribution from an extremal domain of attraction belongs to the domain of attraction of the Gumbel law.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1011411212045
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