p.val.kappa {micss} | R Documentation |
P-values
Description
Computes p-values for the kappa_test statistic
Usage
p.val.kappa(x, t, alpha)
Arguments
x |
Value of the statistic. |
t |
Sample size. |
alpha |
Value of the tail index between 2 and 4. |
Value
p-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]