Poisson approximation of empirical processes

DOI10.1016/0167-7152(92)90208-MzbMath0754.60048OpenAlexW1987432816MaRDI QIDQ1198989

Michael Falk, Rolf-Dieter Reiss

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90208-m

zbMATH Keywords

extreme value distributionPoisson processestruncated empirical point processesvariational and Hellinger distance

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Strong convergence of multivariate point processes of exceedances ⋮ Approximation rates for multivariate exceedances ⋮ Kac's representation from an asymptotic viewpoint ⋮ Asymptotic equivalence of density estimation and Gaussian white noise ⋮ On tail parameter estimation in certain point process models ⋮ Estimating a Stability Parameter: Asymptotics and Simulations ⋮ Poisson approximation of multivariate Poisson mixtures

Cites Work

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