TY  - GEN
T1  - Approximations to the tail empirical distribution function with application to testing extreme value conditions
A1  - Drees,Holger
A1  - de Haan,Laurens
A1  - Deyuan,Li
Y1  - 2011/12/02
N2  - A weighted approximation to the tail empirical distribution function is derived which is suitable for applications in extreme value statistics. The approximation is used to develop a Cramer-von Mises type test for the extreme value conditions. A useful auxiliary result is a tail approximation to the distribution function.
CY  - Saarbrücken
PB  - Universitäts- und Landesbibliothek
AD  - Postfach 151141, 66041 Saarbrücken
UR  - http://scidok.sulb.uni-saarland.de/volltexte/2011/4409
ER  -