{"id":"https://openalex.org/W1984043109","doi":"https://doi.org/10.1198/00401700152672573","title":"Goodness-of-Fit Tests for the Generalized Pareto Distribution","display_name":"Goodness-of-Fit Tests for the Generalized Pareto Distribution","publication_year":2001,"publication_date":"2001-11-01","ids":{"openalex":"https://openalex.org/W1984043109","doi":"https://doi.org/10.1198/00401700152672573","mag":"1984043109"},"language":"en","primary_location":{"id":"doi:10.1198/00401700152672573","is_oa":false,"landing_page_url":"https://doi.org/10.1198/00401700152672573","pdf_url":null,"source":{"id":"https://openalex.org/S985303","display_name":"Technometrics","issn_l":"0040-1706","issn":["0040-1706","1537-2723"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Technometrics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5084702108","display_name":"Vartan Choulakian","orcid":"https://orcid.org/0000-0001-7913-1545"},"institutions":[{"id":"https://openalex.org/I154799132","display_name":"Universit\u00e9 de Moncton","ror":"https://ror.org/029tnqt29","country_code":"CA","type":"education","lineage":["https://openalex.org/I154799132"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"V Choulakian","raw_affiliation_strings":["Department of Mathematics and Statistics, Universit\u00e9 de Moncton, Moncton, N.B. E1A 3E9, Canada"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, Universit\u00e9 de Moncton, Moncton, N.B. E1A 3E9, Canada","institution_ids":["https://openalex.org/I154799132"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5061782820","display_name":"M. A. Stephens","orcid":null},"institutions":[{"id":"https://openalex.org/I18014758","display_name":"Simon Fraser University","ror":"https://ror.org/0213rcc28","country_code":"CA","type":"education","lineage":["https://openalex.org/I18014758"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"M. A Stephens","raw_affiliation_strings":["Department of Statistics and Actuarial Science, Simon Fraser University, Burnaby, B.C. V5A 1S6, Canada"],"affiliations":[{"raw_affiliation_string":"Department of Statistics and Actuarial Science, Simon Fraser University, Burnaby, B.C. V5A 1S6, Canada","institution_ids":["https://openalex.org/I18014758"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5084702108"],"corresponding_institution_ids":["https://openalex.org/I154799132"],"apc_list":null,"apc_paid":null,"fwci":2.6197,"has_fulltext":false,"cited_by_count":361,"citation_normalized_percentile":{"value":0.88621444,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":99,"max":100},"biblio":{"volume":"43","issue":"4","first_page":"478","last_page":"484"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11186","display_name":"Hydrology and Drought Analysis","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11186","display_name":"Hydrology and Drought Analysis","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9927999973297119,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9926000237464905,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/goodness-of-fit","display_name":"Goodness of fit","score":0.7977427244186401},{"id":"https://openalex.org/keywords/generalized-pareto-distribution","display_name":"Generalized Pareto distribution","score":0.7326221466064453},{"id":"https://openalex.org/keywords/anderson\u2013darling-test","display_name":"Anderson\u2013Darling test","score":0.6366490125656128},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6016509532928467},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5750446319580078},{"id":"https://openalex.org/keywords/closeness","display_name":"Closeness","score":0.5584102272987366},{"id":"https://openalex.org/keywords/pareto-principle","display_name":"Pareto principle","score":0.5344094038009644},{"id":"https://openalex.org/keywords/pareto-distribution","display_name":"Pareto distribution","score":0.4588838219642639},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.3679407238960266},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3430538773536682},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"Extreme value theory","score":0.2657976746559143},{"id":"https://openalex.org/keywords/kolmogorov\u2013smirnov-test","display_name":"Kolmogorov\u2013Smirnov test","score":0.16548442840576172},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.06558072566986084}],"concepts":[{"id":"https://openalex.org/C132480984","wikidata":"https://www.wikidata.org/wiki/Q2034239","display_name":"Goodness of fit","level":2,"score":0.7977427244186401},{"id":"https://openalex.org/C133514767","wikidata":"https://www.wikidata.org/wiki/Q5532448","display_name":"Generalized Pareto distribution","level":3,"score":0.7326221466064453},{"id":"https://openalex.org/C187758679","wikidata":"https://www.wikidata.org/wiki/Q491401","display_name":"Anderson\u2013Darling test","level":4,"score":0.6366490125656128},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6016509532928467},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5750446319580078},{"id":"https://openalex.org/C2779545769","wikidata":"https://www.wikidata.org/wiki/Q5135364","display_name":"Closeness","level":2,"score":0.5584102272987366},{"id":"https://openalex.org/C137635306","wikidata":"https://www.wikidata.org/wiki/Q182667","display_name":"Pareto principle","level":2,"score":0.5344094038009644},{"id":"https://openalex.org/C190373308","wikidata":"https://www.wikidata.org/wiki/Q837683","display_name":"Pareto distribution","level":2,"score":0.4588838219642639},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.3679407238960266},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3430538773536682},{"id":"https://openalex.org/C147581598","wikidata":"https://www.wikidata.org/wiki/Q729429","display_name":"Extreme value theory","level":2,"score":0.2657976746559143},{"id":"https://openalex.org/C82581908","wikidata":"https://www.wikidata.org/wiki/Q575766","display_name":"Kolmogorov\u2013Smirnov test","level":3,"score":0.16548442840576172},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.06558072566986084}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1198/00401700152672573","is_oa":false,"landing_page_url":"https://doi.org/10.1198/00401700152672573","pdf_url":null,"source":{"id":"https://openalex.org/S985303","display_name":"Technometrics","issn_l":"0040-1706","issn":["0040-1706","1537-2723"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Technometrics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W128533561","https://openalex.org/W1987284074","https://openalex.org/W1999031770","https://openalex.org/W2025483504","https://openalex.org/W2032901416","https://openalex.org/W2036983007","https://openalex.org/W2051242586","https://openalex.org/W2065112092","https://openalex.org/W2091656757","https://openalex.org/W2140327107","https://openalex.org/W2148323572","https://openalex.org/W2492055736","https://openalex.org/W4236634383","https://openalex.org/W4255884202"],"related_works":["https://openalex.org/W4251505951","https://openalex.org/W3094570586","https://openalex.org/W2004232873","https://openalex.org/W2241613226","https://openalex.org/W2016773815","https://openalex.org/W2529193015","https://openalex.org/W2547441245","https://openalex.org/W2519775766","https://openalex.org/W233408128","https://openalex.org/W3103644242"],"abstract_inverted_index":{"Tests":[0],"of":[1,71],"fit":[2],"are":[3,17,30,54],"given":[4,18,36],"for":[5,38,82],"the":[6,21,25,33,46,58,69,72],"generalized":[7],"Pareto":[8],"distribution":[9],"(GPD)":[10],"based":[11],"on":[12],"Cram\u00e9r\u2013von":[13],"Mises":[14],"statistics.":[15],"Examples":[16],"to":[19,32,74],"illustrate":[20],"estimation":[22],"techniques":[23],"and":[24,67],"goodness-of-fit":[26],"procedures.":[27],"The":[28,52],"tests":[29,53],"applied":[31],"exceedances":[34],"over":[35],"thresholds":[37],"238":[39],"river":[40],"flows":[41],"in":[42,44,56,60],"Canada;":[43],"general,":[45],"GPD":[47,73],"provides":[48],"an":[49],"adequate":[50],"fit.":[51],"useful":[55],"deciding":[57],"threshold":[59],"such":[61],"applications;":[62],"this":[63],"method":[64],"is":[65],"investigated":[66],"also":[68],"closeness":[70],"some":[75],"other":[76],"distributions":[77],"that":[78],"might":[79],"be":[80],"used":[81],"long-tailed":[83],"data.":[84]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":15},{"year":2024,"cited_by_count":17},{"year":2023,"cited_by_count":16},{"year":2022,"cited_by_count":19},{"year":2021,"cited_by_count":30},{"year":2020,"cited_by_count":24},{"year":2019,"cited_by_count":27},{"year":2018,"cited_by_count":18},{"year":2017,"cited_by_count":21},{"year":2016,"cited_by_count":19},{"year":2015,"cited_by_count":18},{"year":2014,"cited_by_count":20},{"year":2013,"cited_by_count":18},{"year":2012,"cited_by_count":8}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}
