On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation
type: Item
instance of: scholarly article
title: On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation
zbMATH Open document ID: 1159.60321
author: Jonathan B. Hill
published in: Journal of Statistical Planning and Inference
publication date: 2009-04-08T00:00:00Z
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 5541771
zbMATH Keywords: functional central limit theorem
zbMATH Keywords: tail arrays
zbMATH Keywords: tail empirical process
zbMATH Keywords: extremal near epoch dependence
zbMATH Keywords: hill estimator
zbMATH Keywords: tail quantile process
zbMATH Keywords: tail dependence
MaRDI profile type: Publication
full work available at URL: j.jspi.2008.09.005
OpenAlex ID: W2141702026
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DOI: 10.1016/J.JSPI.2008.09.005
description: scientific article; zbMATH DE number 5541771