[2] e, Castro, L. Canto, S., Dias,, G., Temido, M.:
Looking for max-semistability: A new test for the extreme value condition. J. Statist. Plann. Inference 141 (2011), 3005-3020.
DOI 10.1016/j.jspi.2011.03.020 |
MR 2796007
[3] e, Castro, L. Canto, S., Dias,, G., Temido, M.:
Tail inference for a law in a max-semistable domain of attraction. Pliska Stud. Math. Bulgar. 19 (2009), 83-96.
MR 2547733
[4] H., Choi,:
Central Limit Theory and Extremes of Random Fields. PhD Thesis, Univ. of North Carolina at Chapel Hill 2002.
MR 2702684
[9] J., Galambos,:
The Asymptotic Theory of Extreme Order Statistics. John Wiley, New York 1978.
MR 0489334
[10] V., Grinevich, I.:
Max-semistable limit laws under linear and power normalizations. Theory Probab. Appl., 38 (1992), 640-650.
DOI 10.1137/1138064 |
MR 1317998
[13] R., Leadbetter, M., H., Rootzén,:
On extreme values in stationary random fields. In: Stochastic Processes and Related Topics (I. Karatzas, B. S. Rajput, and M. S. Taqqu, eds.), Birkhäuser, Boston 1998, pp. 275-285.
DOI 10.1007/978-1-4612-2030-5\_15 |
MR 1652377
[14] E., Pancheva,: Multivariate max-semistable distributions. Theory Probab. Appl. 18 (1992), 679-705.
[16] L., Pereira,, H., Ferreira,:
Extremes of quasi-independent random fields and clustering of high values. In: Proc. 8th WSEAS International Conference on Applied Mathematics, WSEAS, Tenerife 2005, pp. 104-109.
MR 2194385