Pages that link to "Item:Q2493560"
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The following pages link to Asymptotic normality of extreme value estimators on \(C[0,1]\) (Q2493560):
Displaying 16 items.
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Central limit theorems for local empirical processes near boundaries of sets (Q453287) (← links)
- The generalized Pareto process; with a view towards application and simulation (Q470047) (← links)
- A CLT for weighted time-dependent uniform empirical processes (Q473519) (← links)
- Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Weak consistency of extreme value estimators in \(C[0,1]\) (Q1430920) (← links)
- Extreme value estimation for discretely sampled continuous processes (Q1633432) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space (Q2288753) (← links)
- (Q3592719) (← links)
- Joint exceedances of the ARCH process (Q4668009) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- Trends in Extreme Value Indices (Q6040686) (← links)
