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Statistics of Heteroscedastic Extremes - MaRDI portal

Statistics of Heteroscedastic Extremes (Q5743224)

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scientific article; zbMATH DE number 7052771
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English
Statistics of Heteroscedastic Extremes
scientific article; zbMATH DE number 7052771

    Statements

    title
    Statistics of Heteroscedastic Extremes (English)
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    author
    John H. J. Einmahl
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    Chen Zhou
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    Laurens De Haan
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    publication date
    9 May 2019
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    zbMATH Keywords
    extreme value statistics
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    functional limit theorems
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    non-identical distributions
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    sequential tail empirical process
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    Identifiers

    Mathematics Subject Classification ID
    62G32
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    62G05
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    62G10
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    62G20
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    60F05
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    60F17
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    zbMATH DE Number
    7052771
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    OpenAlex ID
    W2155489827
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    DOI
    10.1111/RSSB.12099
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