Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models

DOI10.4171/PM/1850zbMath1168.62013MaRDI QIDQ838412

Sandra Dias, Luísa Canto e Castro

Publication date: 25 August 2009

Published in: Portugaliae Mathematica. Nova Série (Search for Journal in Brave)

zbMATH Keywords

geometrically growing sequencemax-semistable domain of attractionratio of differences of order statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Generalized Pickands' estimators for the tail index parameter and max-semistability ⋮ Third Order Conditions and Max-semistability

Cites Work

• Limiting multivariate distributions of intermediate order statistics
• Rarely Observed Sample Maxima
• On Stochastic Evolution Equations with Stochastic Boundary Conditions
• Linear Statistical Inference and its Applications
• A bootstrap-based method to achieve optimality in estimating the extreme-value index

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