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

DOI10.1016/j.jspi.2011.03.020zbMath1333.62137MaRDI 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 testing; maximum likelihood estimator; empirical tail quantile function; Max-semistable models; Max-stable models

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62G10: Nonparametric hypothesis testing

62G30: Order statistics; empirical distribution functions

62G32: Statistics of extreme values; tail inference

Related Items

Third Order Conditions and Max-semistability, 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

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