论文信息 - Testing the Gumbel hypothesis by Galton's ratio

Testing the Gumbel hypothesis by Galton's ratio

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.

Johan Segers | J. Segers | J. Teugels | J. E. F. Teugels | J. Teugels

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