Convergence of heteroscedastic extremes

DOI10.1016/J.SPL.2015.02.019zbMath1328.62297OpenAlexW2030958892MaRDI QIDQ893905

Laurens De Haan

Publication date: 23 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.02.019

zbMATH Keywords

extreme valuesheteroscedasticity

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Related Items (1)

Maxima and sums of non-stationary random length sequences

Cites Work

• Unnamed Item
• On tail trend detection: modeling relative risk
• Statistics of Heteroscedastic Extremes

This page was built for publication: Convergence of heteroscedastic extremes