Asymptotic Normality of Extreme Value Estimators on C[0,1]
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- Einmahl, J.H.J. & Lin, T., 2006. "Asymptotic normality of extreme value estimators on C[0,1]," Other publications TiSEM 42acb0aa-ff83-4499-8f20-d, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & Lin, T., 2003. "Asymptotic Normality of Extreme Value Estimators on C[0,1]," Discussion Paper 2003-132, Tilburg University, Center for Economic Research.
References listed on IDEAS
- Holger Drees, 1998. "On Smooth Statistical Tail Functionals," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 25(1), pages 187-210, March.
- Einmahl, J. H.J. & Dekkers, A. L.M. & de Haan, L., 1989. "A moment estimator for the index of an extreme-value distribution," Other publications TiSEM 81970cb3-5b7a-4cad-9bf6-2, Tilburg University, School of Economics and Management.
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Cited by:
- Robert, Christian Y., 2022. "Testing for changes in the tail behavior of Brown–Resnick Pareto processes," Stochastic Processes and their Applications, Elsevier, vol. 144(C), pages 312-368.
- de Valk, Cees, 2016. "A large deviations approach to the statistics of extreme events," Other publications TiSEM 117b3ba0-0e40-4277-b25e-d, Tilburg University, School of Economics and Management.
- Einmahl, John & Segers, Johan, 2020.
"Empirical Tail Copulas for Functional Data,"
Other publications TiSEM
edc722e6-cc70-4221-87a2-8, Tilburg University, School of Economics and Management.
- Einmahl, John & Segers, Johan, 2020. "Empirical Tail Copulas for Functional Data," Discussion Paper 2020-004, Tilburg University, Center for Economic Research.
- Einmahl, John & Segers, Johan, 2020. "Empirical tail copulas for functional data," LIDAM Discussion Papers ISBA 2020004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Einmahl, J.H.J. & Khmaladze, E.V., 2007.
"Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets,"
Other publications TiSEM
c4c26f2d-99d3-473f-9900-e, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & Khmaladze, E.V., 2007. "Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets," Discussion Paper 2007-66, Tilburg University, Center for Economic Research.
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