Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911): Difference between revisions

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+https://doi.org/10.1214/aos/1013203459
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+W2103428811
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+Non-parametric estimation of the limit dependence function
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+Q5558293
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+Q4272657
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+Q3049592
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+Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
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+Best attainable rates of convergence for estimators of the stable tail dependence function
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+Limit theorems for tail processes with application to intermediate quantile estimation
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+Poisson and Gaussian approximation of weighted local empirical processes
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+Estimating a multidimensional extreme-value distribution
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+Estimating the spectral measure of an extreme value distribution
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+Limit theory for multivariate sample extremes
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+Estimating the limit distribution of multivariate extremes
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+Estimating the probability of a rare event
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+Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics
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+Bivariate extreme value theory: Models and estimation
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