Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models
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Publication:838412
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)
geometrically growing sequence; max-semistable domain of attraction; ratio of differences of order statistics
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G32: Statistics of extreme values; tail inference
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Third Order Conditions and Max-semistability, Generalized Pickands' estimators for the tail index parameter and max-semistability
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