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Review of testing issues in extremes: in honor of Professor Laurens de Haan

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Abstract

As a leading statistician in extreme value theory, Professor Laurens de Haan has made significant contribution in both probability and statistics of extremes. In honor of his 70th birthday, we review testing issues in extremes, which include research done by Professor Laurens de Haan and many others. In comparison with statistical estimation in extremes, research on testing has received less attention. So we also point out some practical questions in this direction.

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  1. Department of Mathematical Statistics, University of Bern, Sidlerstr. 5, CH-3012, Bern, Switzerland

    Jürg Hüsler

  2. School of Mathematics, Georgia Institute of Technology, Atlanta, GA, 30332-0160, USA

    Liang Peng

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  1. Jürg Hüsler
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  2. Liang Peng
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Correspondence to Jürg Hüsler.

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Hüsler, J., Peng, L. Review of testing issues in extremes: in honor of Professor Laurens de Haan. Extremes 11, 99–111 (2008). https://doi.org/10.1007/s10687-007-0052-0

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