On a Second Order Condition for Max-Semistable Laws
| Data(s) |
23/01/2014
23/01/2014
2009
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|---|---|
| Resumo |
2000 Mathematics Subject Classification: 62G32, 62G20. In statistics of extremes the great importance of the Normal approximation of intermediate order statistics is well known when the parent distribution function is in a max-stable domain of attraction and verifies the first and the second order extreme value conditions. The generalization of these conditions to max-semistable contexts is the object of this paper, aiming to be a basis of future developments in statistical inference under max-semistability. Research partially supported by FCT/POCTI, POCI and PPCDT/FEDER. |
| Identificador |
Pliska Studia Mathematica Bulgarica, Vol. 19, No 1, (2009), 97p-110p 0204-9805 |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Palavras-Chave | #max-semistable law #first order condition #second order condition |
| Tipo |
Article |
