A Test for Extreme Value Domain of Attraction
提出一个基于顶部k个顺序统计量的简单统计量，用于检验样本是否来自Gumbel分布吸引域，并通过理论和模拟证明其检验功效优于已有方法。
Abstract A simple statistic is proposed to test the hypothesis that a sample comes from a distribution in the domain of attraction of the Gumbel distribution. It is based on the top k order statistics and is a generalization of the Shapiro–Wilk goodness-of-fit statistic. The critical region of the test and its power against the alternative that the sample comes from a distribution in another domain of attraction are studied theoretically and by simulation. The power turns out to be superior to that of other tests previously proposed.