Asymptotic normality of the ET method -- application to the ET test

DOI10.1016/S1631-073X(03)00238-3zbMath1037.62043OpenAlexW2063918384MaRDI QIDQ1428316

Myriam Garrido, Jean Diebolt, Stéphane Girard

Publication date: 25 March 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(03)00238-3

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

Related Items (1)

Asymptotic normality of the ET method -- application to the ET test

Cites Work

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• Tail estimates motivated by extreme value theory
• Asymptotic normality of the ET method -- application to the ET test
• Consistance de la méthode ET et variations régulières

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