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Portugaliae Mathematica
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Published online: 2009-09-30
Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models
Luísa Canto e Castro[1] and Sandra Dias[2] (1) Faculdade Ciências UL, Lisboa, Portugal(2) Universidade de Trás-os-Montes e Alto Douro, Vila Real, Portugal
According to the results in Canto e Castro et al. [1], max-semistable distribution functions can be characterized by a parameter r > 1, by the extreme value index γ and by a real function w defined in [0,log r]. The estimation of the parameters r and γ based on ratios of differences of order statistics, or appropriate functions of these sequences, was treated in Dias and Canto e Castro [4]. In this work we study the asymptotic distribution of these sequences of statistics.
Keywords: Max-semistable domain of attraction, geometrically growing sequence, ratio of differences of order statistics
Canto e Castro Luísa, Dias Sandra: Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models. Port. Math. 66 (2009), 401-412. doi: 10.4171/PM/1850