On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation

DOI10.1016/j.jspi.2008.09.005zbMath1159.60321OpenAlexW2141702026MaRDI QIDQ1011549

Jonathan B. Hill

Publication date: 8 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.09.005

zbMATH Keywords

functional central limit theoremtail dependencetail empirical processtail quantile processhill estimatorextremal near epoch dependencetail arrays

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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