goftest: Goodness of fit test statistics

In extremefit: Estimation of Extreme Conditional Quantiles and Probabilities

Goodness of fit test statistics

Description

goftest is a generic function whose application depends on the class of its argument.

Usage

goftest(object, ...)

Arguments

object	model object.
...	further arguments passed to or from other methods.

Value

The form of the value returned by goftest depends on the class of its argument. See the documentation of the particular methods for details of what is produced by that method.

References

Grama, I. and Spokoiny, V. (2008). Statistics of extremes by oracle estimation. Ann. of Statist., 36, 1619-1648.

Durrieu, G. and Grama, I. and Pham, Q. and Tricot, J.- M (2015). Nonparametric adaptive estimator of extreme conditional tail probabilities quantiles. Extremes, 18, 437-478.

See Also

goftest.hill.adapt, goftest.hill.ts

extremefit documentation built on April 11, 2025, 6:10 p.m.