Title: A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region
Authors: BABU JogeshTORETI ANDREA
Citation: JOURNAL OF STATISTICAL PLANNING AND INFERENCE vol. 174 p. 11-19
Publisher: ELSEVIER SCIENCE BV
Publication Year: 2016
JRC N°: JRC93689
ISSN: 0378-3758
URI: http://www.sciencedirect.com/science/article/pii/S0378375816000240
http://publications.jrc.ec.europa.eu/repository/handle/JRC93689
DOI: 10.1016/j.jspi.2016.02.002
Type: Articles in periodicals and books
Abstract: We establish a general bootstrap procedure combined with a modified Anderson-Darling statistic. This procedure is proved to be valid for heavy tailed generalized Pareto distributions that are commonly used to model excesses over a high threshold in extreme value theory. Then, the method is applied to daily precipitation excesses simulated over the Euro-Mediterranean region in autumn by four regional climate models from the EURO-CORDEX initiative.
JRC Directorate:Sustainable Resources

Files in This Item:
There are no files associated with this item.


Items in repository are protected by copyright, with all rights reserved, unless otherwise indicated.