Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models
Luísa Canto e Castro
Faculdade Ciências UL, Lisboa, PortugalSandra Dias
Universidade de Trás-os-Montes e Alto Douro, Vila Real, Portugal
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Abstract
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.
Cite this article
Luísa Canto e Castro, Sandra Dias, Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models. Port. Math. 66 (2009), no. 3, pp. 401–412
DOI 10.4171/PM/1850