Empirical likelihood based testing for multivariate regular variation

DOI10.1214/24-AOS2472MaRDI QIDQ7013963zbMATH OpenFDO

Authors John H. J. Einmahl, Andrea Krajina, Juan-Juan Cai

Publication date 11 March 2025

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-53/issue-1/Empirical-likelihood-based-testing-for-multivariate-regular-variation/10.1214/24-AOS2472.full, https://resolver.sub.uni-goettingen.de/purl?gro-2/148583

zbMATH Keywords

asymptotic theorydistribution-freeempirical likelihoodempirical processmultivariate tailregular variationtail index

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(2)

• A Donsker and Glivenko-Cantelli theorem for random measures linked to extreme value theory
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