Local asymptotic normality of truncated empirical processes

DOI10.1214/aos/1028144855zbMath0930.62017OpenAlexW2053918701MaRDI QIDQ1807099

Michael Falk

Publication date: 9 November 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1028144855

zbMATH Keywords

efficiencylocal asymptotic normalityoptimal testslog-likelihood ratioML-estimatorcentral sequencetruncated empirical point process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30) Asymptotic properties of parametric tests (62F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Selection procedures for sparse data ⋮ Local asymptotic normality in a stationary model for spatial extremes ⋮ Double-thresholded estimator of extreme value index ⋮ Local asymptotic normality in \(\delta\) of standard generalized Pareto processes ⋮ Testing for a generalized Pareto process ⋮ On the loss of information due to nonrandom truncation ⋮ Estimating the index of a stable law via the pot-method

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