Nonparametric estimation of the spectral measure of an extreme value distribution.
type: Item
instance of: scholarly article
title: Nonparametric estimation of the spectral measure of an extreme value distribution.
zbMATH Open document ID: 1043.62046
author: John H. J. Einmahl
author: V. I. Piterbarg
author: Laurens De Haan
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 1829060
zbMATH Keywords: dependence structure
zbMATH Keywords: functional central limit theorem
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1013203459
OpenAlex ID: W2103428811
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DOI: 10.1214/AOS/1013203459
description: scientific article; zbMATH DE number 1829060