Strong convergence of multivariate maxima (Q5109504): Difference between revisions

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+Statistics of Extremes
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+Weak convergence of a pseudo maximum likelihood estimator for the extremal index
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+Q5262085
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+Extreme value copula estimation based on block maxima of a multivariate stationary time series
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+Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series
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+On second order conditions in the multivariate block maxima and peak over threshold method
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+An introduction to statistical modeling of extreme values
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+Rates of convergence for bivariate extremes
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+Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
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+Bayesian inference for multivariate extreme value distributions
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+Multivariate Extreme Value Theory and D-Norms
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+Laws of Small Numbers: Extremes and Rare Events
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+Generalized Pareto copulas: a key to multivariate extremes
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+On the block maxima method in extreme value theory: PWM estimators
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+Fundamentals of Nonparametric Bayesian Inference
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+Nonparametric estimation of multivariate extreme-value copulas
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+Strong convergence of multivariate point processes of exceedances
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+Frequentist validity of Bayesian limits
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
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+Non-linear models for extremal dependence
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+Consistency of Bayesian inference for multivariate max-stable distributions
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+Approximate distributions of order statistics. With applications to nonparametric statistics
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+Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
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+Empirical Processes in Action: A Review
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