Tests for Gumbel domain of attraction based on regression quantiles

Result code in IS VaVaI

RIV/46747885:24510/09:#0000233 - isvavai.cz

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Tests for Gumbel domain of attraction based on regression quantiles

Original language description

The paper deals with a linear model, where the errors are from an underlying distribution function with unknown shape, location and scale parameters, belonging to some max-domain of attraction. We study a generalization of known tests based on the regression quantiles for the null hypothesis that the distribution comes from the Gumbel domain of attraction.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

BA - General mathematics

OECD FORD branch

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Project

LC06024: Jaroslav Hájek Center for Theoretical and Applied Statistics

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation.

ISBN

9780975840078

ISSN

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e-ISSN

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Number of pages

7

Pages from-to

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Publisher name

Modelling and Simulation Society of Australia and New Zealand and International Association for Mathematics and Computers in Simulation

Place of publication

Cairns, Australia

Event location

Cairns, Australia

Event date

Jul 13, 2009

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

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