.- help for ^gqptl^ (STB-55: sg140) .- Gumbel quantile plot and a test statistic for choice of extreme models ---------------------------------------------------------------------- ^gqpt^ varname [^if^ exp] [^in^ range] Description ----------- ^gqpt^ provides the ^Gumbel quantile plot^ (GQP) and a ^statistical test^ to deal with the statistical choice of extreme models. The Output provides the GQP, estimates of the location (^lambda^) and scale (^delta^) parameters of the Gumbel distribution and the values of statistics ^Q^ and ^W^. Example -------- . ^gqpt varname^ Author ------ Manuel G. Scotto University of London email: arima@@mail.telepac.pt Reference --------- Tiago de Oliveira, J. and Gomes,. M. I. (1984). Two test statistics for choice of univariate extreme models. Statistical extremes and applications, J. Tiago de Oliveira ed., D. Reidel, Dordrecht. Also see -------- STB: STB-55 sg140