Local asymptotic normality in \(\delta\) of standard generalized Pareto processes (Q434526): Difference between revisions
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Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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Property / Mathematics Subject Classification ID: 60G70 / rank | |||
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Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G55 / rank | |||
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Property / zbMATH DE Number: 6056759 / rank | |||
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functional extreme value theory | |||
Property / zbMATH Keywords: functional extreme value theory / rank | |||
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max-stable process | |||
Property / zbMATH Keywords: max-stable process / rank | |||
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generalized Pareto process | |||
Property / zbMATH Keywords: generalized Pareto process / rank | |||
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point process of exceedances | |||
Property / zbMATH Keywords: point process of exceedances / rank | |||
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local asymptotic normality | |||
Property / zbMATH Keywords: local asymptotic normality / rank | |||
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regular estimator sequence | |||
Property / zbMATH Keywords: regular estimator sequence / rank | |||
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asymptotic efficiency | |||
Property / zbMATH Keywords: asymptotic efficiency / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W1853391782 / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1108.0921 / rank | |||
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Property / cites work | |||
Property / cites work: On max-stable processes and the functional \(D\)-norm / rank | |||
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Property / cites work: Q5485944 / rank | |||
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Property / cites work: On convergence toward an extreme value distribution in \(C[0,1]\) / rank | |||
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Property / cites work: A course on point processes / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 11:55, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Local asymptotic normality in \(\delta\) of standard generalized Pareto processes |
scientific article |
Statements
Local asymptotic normality in \(\delta\) of standard generalized Pareto processes (English)
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16 July 2012
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functional extreme value theory
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max-stable process
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generalized Pareto process
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point process of exceedances
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local asymptotic normality
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regular estimator sequence
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asymptotic efficiency
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