Weak consistency of extreme value estimators in \(C[0,1]\) (Q1430920)

\textit{E. Giné}, \textit{M. G. Hahn} and \textit{P. Vatan} [Probab. Theory Relat. Fields 87, No. 2, 139--165 (1990; Zbl 0688.60031)], characterized max-stable sample continuous processes in terms of relatively simple characteristics, and \textit{L. de Haan} and \textit{T. Lin} [Ann. Probab. 29, No. 1, 467--483 (2001; Zbl 1010.62016)] characterized the domain of attraction of such processes. These results are applied here to estimation of these characteristics, in particular the extreme value index (a continuous function), the mean measure of the limiting Poisson process, and the norming and centering constants. For this, new estimators are defined (some based on older ones) and limit theorems proved. This is a significant step towards the statistical estimation of sample continuous max stable processes and the processes in their domains of attraction.