Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models (Q838412): Difference between revisions

Summary: According to the results of \textit{L. Canto e Castro} et al. [Theory Probab. Appl. 45, No.~4, 658--662 (2000; Zbl 0992.60055)], max-semistable distribution functions can be characterized by a parameter \(r > 1\), by the extreme value index \(\gamma \) and by a real function w defined in \([0,\log r]\). The estimation of the parameters \(r\) and \(\gamma \) based on ratios of differences of order statistics, or appropriate functions of these sequences, was treated by \textit{S. Dias} and \textit{L. Canto e Castro} [Contributions to statistical inference in max-semistable models. Preprint 14/06, Center Statist. Appl., Univ. Lisbon (2006)]. We study the asymptotic distribution of these sequences of statistics.