Limit theorems for empirical processes of cluster functionals
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Publication:988001
DOI10.1214/09-AOS788zbMath1210.62051arXiv0910.0343MaRDI QIDQ988001
Publication date: 24 August 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.0343
rare events; block bootstrap; extremes; uniform central limit theorem; absolute regularity; clustering of extremes; local empirical processes; tail distribution function
60F05: Central limit and other weak theorems
62G30: Order statistics; empirical distribution functions
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
60F17: Functional limit theorems; invariance principles
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