Statistical power estimation dataset for external validation GoF tests on EVT distribution

This paper presents the statistical power estimation of goodness-of-fit tests for Extreme Value Theory (EVT) distributions. The presented dataset provides quantitative information on the statistical power, in order to enable the sample size selection in external validation scenario. In particular, h...

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Bibliographic Details
Main Authors: Federico Reghenzani, Giuseppe Massari, Luca Santinelli, William Fornaciari
Format: Article
Language:English
Published: Elsevier 2019-08-01
Series:Data in Brief
Online Access:http://www.sciencedirect.com/science/article/pii/S2352340919304251