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

Author:

Canto e Castro Luísa,Dias Sandra,da Graça Temido Maria

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference18 articles.

1. Canto e Castro, L., Dias, S., 2010. Generalized Pickands' estimators for the tail index parameter and max-semistability. Extremes. doi:10.1007/s10687-010-0123-5.

2. Slow variation and characterization of domains of attraction;de Haan,1984

3. Generalized regular variation of second order;de Haan;J. Austral. Math. Soc. Ser. A.,1996

4. Tail inference for a law in a max-semistable domain of attraction;Dias;Pliska Stud. Math. Bulgar.,2009

5. Testing extreme value conditions;Dietrich;Extremes,2002

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