The maxsemistable laws: characterization, estimation and testing
14/03/2017 Tuesday 14th March 2017, 11:00 (Room P3.10, Mathematics Building)
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Sandra Dias, CMAT  Pólo UTAD and CEMAT
In this talk we present the class of maxsemistable distribution functions that appear as the limit, in distribution, of the maximum, suitably centered and normalized, of k_{n} independent and identically distributed random variables, where {k_{n}} is an integervalued geometric sequence with ratio r (larger or equal to 1). This class of distributions includes all the maxstable distributions but also multimodal distributions and discrete distributions. We will characterize the maxsemistable laws, discuss the estimation of the parameters and the fractal component and propose a test that allow us to distinguish between maxstable and maxsemistable laws. Join work with Luísa Canto e Castro and Maria da Graça Temido.
