cv.kappa {micss} | R Documentation |
Critical Values
Description
Computes critical values for the kappa_test statistic
Usage
cv.kappa(t, alpha, sig.lev)
Arguments
t |
Sample size. |
alpha |
Value of the tail index between 2 and 4. |
sig.lev |
Significance level. |
Value
Critical value.
References
J.L. Carrion-i-Silvestre & A. Sansó (2023): Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series.
See Also
[Package micss version 0.2.0 Index]