Von Mises conditions revisited

DOI10.1214/AOP/1176989120zbMath0778.60040OpenAlexW2011606464MaRDI QIDQ688043

Frank Marohn, Michael Falk

Publication date: 5 January 1994

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989120

zbMATH Keywords

rate of convergenceextreme value theoryPareto distributionempirical truncated point processes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)

Related Items (14)

Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions ⋮ Approximation rates for multivariate exceedances ⋮ Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima ⋮ The sample mid-range and interquartiles ⋮ Multi-normex distributions for the sum of random vectors. Rates of convergence ⋮ Refined pickands estimators wtth bias correction ⋮ Dispersion models for extremes ⋮ On the max-domain of attraction of distributions with log-concave densities ⋮ On Pickands coordinates in arbitrary dimensions ⋮ On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions ⋮ Refining the central limit theorem approximation via extreme value theory ⋮ Extremes and regular variation ⋮ Efficiency of convex combinations of pickands estimator of the extreme value index ⋮ A characterization of the rate of convergence in bivariate extreme value models

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