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: 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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Revision as of 00:39, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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