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Application of the Kolmogorov-Smirnov Test to Estimate the Threshold When Estimating the Extreme Value Index.

J. Martin van Zyl
Published in: Commun. Stat. Simul. Comput. (2011)
Keyphrases
  • kolmogorov smirnov
  • extreme values
  • goodness of fit
  • information systems
  • test statistic
  • text categorization