Testing the Gumbel hypothesis by Galton's ratio

Segers, Johan;Teugels, Jef
(2000) Extremes : statistical theory and applications in science, engineering and economics — Vol. 3, n° 3, p. 291-303 (2000)

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Authors
  • Segers, JohanUCLouvain
    Author
  • Teugels, JefKatholieke Universiteit Leuven
    Author
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.
Affiliations
  • Katholieke Universiteit LeuvenDepartement Wiskunde

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Segers, J., & Teugels, J. (2000). Testing the Gumbel hypothesis by Galton’s ratio. Extremes : statistical theory and applications in science, engineering and economics, 3(3), 291-303. https://doi.org/10.1023/A:1011411212045 (Original work published 2000)