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|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 Jogesh; TORETI ANDREA|
|Citation:||JOURNAL OF STATISTICAL PLANNING AND INFERENCE vol. 174 p. 11-19|
|Publisher:||ELSEVIER SCIENCE BV|
|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|
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