Local asymptotic normality in a stationary model for spatial extremes

DOI10.1016/j.jmva.2010.07.012zbMath1211.62084OpenAlexW1982186592MaRDI QIDQ608321

Michael Falk

Publication date: 25 November 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.07.012

zbMATH Keywords

asymptotic efficiencyLANregular estimator sequenceExtreme value analysismultivariate exceedancesmultivariate extreme value distributionsmultivariate generalized Pareto distributions

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items

Local asymptotic normality in \(\delta\) of standard generalized Pareto processes

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