Looking for max-semistability: a new test for the extreme value condition

DOI10.1016/J.JSPI.2011.03.020zbMath1333.62137OpenAlexW2034190601MaRDI QIDQ546075

Sandra Dias, Maria da Graça Temido, Luísa Canto e Castro

Publication date: 24 June 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.03.020

zbMATH Keywords

hypothesis testingmaximum likelihood estimatorempirical tail quantile functionMax-semistable modelsMax-stable models

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (5)

On complexification of max-stable distributions ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Inertias and ranks of some Hermitian matrix functions with applications ⋮ Random fields and random sampling ⋮ Third Order Conditions and Max-semistability

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• Max-Semistable Laws in Extremes of Stationary Random Sequences
• On Stochastic Evolution Equations with Stochastic Boundary Conditions

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