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EXPONENTIALITY VERSUS GENERALIZED PARETO——A RESISTANT AND ROBUST TEST
generalized Pareto distribution breakdown point resistance robustness broadened situations mixtures
2009/2/26
Using resistant and robust methods we propose the statistic Tn= (FU−M)/(M−FL)
for testing exponentiality versus generalized Pareto, where FU, FL and M are, respectively,
the upper and lo...