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Review of testing issues in extremes: in honor of Professor Laurens de Haan

Hüsler, Jürg ; Peng, Liang

In: Extremes, 2008, vol. 11, no. 1, p. 99-111

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    Title
    • Review of testing issues in extremes: in honor of Professor Laurens de Haan
    Author
    • Hüsler, Jürg. Department of Mathematical Statistics, University of Bern, Sidlerstr. 5, CH-3012, Bern, Switzerland
    • Peng, Liang. School of Mathematics, Georgia Institute of Technology, 30332-0160, Atlanta, GA, USA
    Document Type
    • Postprint
    OAI-PMH Identifier
    • oai:doc.rero.ch:313031
    Summary
    As a leading statistician in extreme value theory, Professor Laurens de Haan has made significant contribution in both probability and statistics of extremes. In honor of his 70th birthday, we review testing issues in extremes, which include research done by Professor Laurens de Haan and many others. In comparison with statistical estimation in extremes, research on testing has received less attention. So we also point out some practical questions in this direction