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Third Order Conditions and Max-semistability

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Recent Developments in Modeling and Applications in Statistics

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Abstract

A third order condition for distribution functions that belong to max-semistable domain of attraction is established. An extension of the third order condition introduced in Fraga Alves et al. (Math. Methods Stat. 12:155–176, 2003) is obtained for the max-semistable context.

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References

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Acknowledgements

Sandra Dias was funded by the Portuguese Government through the Fundação para a Ciência e a Tecnologia (FCT) under the project PEst-OE/MAT/UI4080/2011. The research of Maria da Graça Temido was supported by the Centre for Mathematics of the University of Coimbra and FCT, through European program COMPETE/FEDER.

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Correspondence to Maria da Graça Temido .

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Dias, S., da Graça Temido, M. (2013). Third Order Conditions and Max-semistability. In: Oliveira, P., da Graça Temido, M., Henriques, C., Vichi, M. (eds) Recent Developments in Modeling and Applications in Statistics. Studies in Theoretical and Applied Statistics(). Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-32419-2_16

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