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Asymptotic Distribution of Certain Statistics Relevant to the Fitting of Max-Semistable Models

Canto e Castro, Luisa; Dias, Sandra

Portugaliae Mathematica, 66(3) (2009), 401-412

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 gamma and by a real function w defined in [0, log r]. The estimation of the parameters r and gamma 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.