Weak limits for exploratory plots in the analysis of extremes

DOI10.3150/11-BEJ401zbMath1288.62076arXiv1008.2639MaRDI QIDQ1940761

Souvik Ghosh, Bikramjit Das

Publication date: 7 March 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.2639

zbMATH Keywords

extreme valuesregular variationasymptotic theoryconfidence boundsrandom setME plotQQ plot

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Functional limit theorems; invariance principles (60F17) Graphical methods in statistics (62A09)

Related Items (3)

Detecting tail behavior: mean excess plots with confidence bounds ⋮ Convergence of persistence diagrams for topological crackle ⋮ When Does the Mean Excess Plot Look Linear?

Uses Software

• QRM

Cites Work

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