Weak consistency of extreme value estimators in \(C[0,1]\)

DOI10.1214/aos/1074290334zbMath1055.62059OpenAlexW2171840715MaRDI QIDQ1430920

Tao Lin, Laurens De Haan

Publication date: 27 May 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1074290334

zbMATH Keywords

extreme valuesconvergence in \(C[0,1\)]

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (9)

Extreme value estimation for discretely sampled continuous processes ⋮ Measures of serial extremal dependence and their estimation ⋮ The generalized Pareto process; with a view towards application and simulation ⋮ Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes ⋮ On the estimation and application of max-stable processes ⋮ Asymptotic normality of extreme value estimators on \(C[0,1\)] ⋮ Empirical tail copulas for functional data ⋮ Testing for changes in the tail behavior of Brown-Resnick Pareto processes ⋮ A horse race between the block maxima method and the peak-over-threshold approach

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• Estimating the limit distribution of multivariate extremes

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