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Testing the Gumbel hypothesis by Galton's ratio

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Abstract

We study a generalization of a ratio of spacings introduced by Galton in 1902. The ratio proves to be an important building block in the construction of a large sample test for the hypothesis that a distribution from an extremal domain of attraction belongs to the domain of attraction of the Gumbel law.

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Segers, J., Teugels, J. Testing the Gumbel hypothesis by Galton's ratio. Extremes 3, 291–303 (2000). https://doi.org/10.1023/A:1011411212045

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  • DOI: https://doi.org/10.1023/A:1011411212045

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