An alternative method of characterization of extreme value distributions

被引：0
|
作者：
Skrivankova, Valeria [1 ]
Juhas, Matej [1 ]
机构：
[1] Safarik Univ, Fac Sci, Inst Math, Kosice 04001, Slovakia
来源：
FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 9TH INTERNATIONAL SCIENTIFIC CONFERENCE PROCEEDINGS, PTS I-III | 2013年
关键词：
Extreme values; characterization of distributions; records; simulation; Hoeffding's test;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The paper deals with alternative method of characterization of general classes of distributions using suitable trasformation of records. Extreme value distributions are considered as special cases of general distributions. The new methodology of identification distributions is verified on simulated data and it seems to be suitable for insurance data analysis. At the end, the results of known goodness of fit tests and result of Hoeffding's test of independence are compared.
引用
收藏
页码：809 / 816
页数：8
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