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Goodness-of-Fit Test for the H\"usler--Reiss Domain of Attraction
Sourced from the work of Sebastian Engelke, Michael Lalancette, Stanislav Volgushev
§ Problem Statement
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§ Discussion
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§ Significance & Implications
§ Known Partial Results
§ References
[1]
Learning extremal graphical structures in high dimensions
Sebastian Engelke, Michael Lalancette, Stanislav Volgushev (2021)
Annals of Statistics (to appear)
📍 Section 7 (Extensions and future work), open-problem discussion on a goodness-of-fit test for the Hüsler--Reiss domain of attraction (explicitly noted as an important future direction; no numbered theorem/conjecture/remark).
Source paper where this problem appears.