, Volume 5, Issue 1, pp 71–85 | Cite as

Testing Extreme Value Conditions

  • Daniel Dietrich
  • Laurens De Haan
  • Jürg Hüsler


A test statistic is developed that checks the validity of the extreme value conditions without specifiying the shape parameter of the limiting extreme value distribution.

extreme value conditions test statistic asymptotic distribution goodness-of-fit 


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Copyright information

© Kluwer Academic Publishers 2002

Authors and Affiliations

  • Daniel Dietrich
    • 1
  • Laurens De Haan
    • 2
  • Jürg Hüsler
    • 1
  1. 1.Department of Mathematical StatisticsUniversity of BernBernSwitzerland
  2. 2.Econometrics DepartmentErasmus UniversityRotterdamThe Netherlands

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