• Publications
  • Influence
Goodness-of-Fit Tests for the Generalized Pareto Distribution
Tests of fit are given for the generalized Pareto distribution (GPD) based on Cramér–von Mises statistics. Expand
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A New and Efficient Estimation Method for the Generalized Pareto Distribution
An efficient new estimator is proposed, which is computationally easy, free from the problems observed in traditional approaches, and performs well compared with existing estimators. Expand
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Tests Based on EDF Statistics
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Tests of Fit for the Laplace Distribution, With Applications
Tests are given for the Laplace or double exponential distribution. Expand
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Estimation and Tests-of-Fit for the Three Parameter Weibull Distribution
Abstract : Estimation techniques are given for the three-parameter Weibull distribution, with the location (or origin) parameter unknown, and possibly also the shape and/or scale parameters unknown.Expand
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The goodness-of-fit statistic VN: distribution and significance points
1.1. Kuiper (1960) has proposed VN, an adaptation of the Kolmogorov statistic, to test the null hypothesis that a random sample of size N comes from a population with given continuous distributionExpand
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Cramér-Von Mises Statistics for Discrete Distributions
  • M. A. Stephens
  • Mathematics, Computer Science
  • International Encyclopedia of Statistical Science
  • 2011
We extend the Cramér-von Mises family of goodness-of-fit statistics to provide tests for discrete distributions. Expand
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Abstract : Statistical data in the form of directions may be recorded as two- or three-dimensional unit vectors from an origin O to points P on the circumference of a circle or the surface of aExpand
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Tests for the analysis of variance of crossover designs with correlated errors.
The usual analysis of variance based on ordinary least squares (OLS) may be inappropriate to analyze the crossover designs because of correlations within subjects arising from the repeatedExpand
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