Statistical inference on a changing extreme value dependence structure
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Publication:6183760
DOI10.1214/23-aos2314arXiv2201.06389OpenAlexW4387828490MaRDI QIDQ6183760
Publication date: 4 January 2024
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.06389
multivariate regular variationlocal estimationextreme value dependenceintegrated spectral measuretest of nonstationarity
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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