max-semistable law first order condition second order condition
Issue Date:
2009
Publisher:
Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Citation:
Pliska Studia Mathematica Bulgarica, Vol. 19, No 1, (2009), 97p-110p
Abstract:
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.
