Poisson and Gaussian approximation of weighted local empirical processes

DOI10.1016/S0304-4149(97)00055-0zbMath0911.60004OpenAlexW2130672055MaRDI QIDQ1275952

John H. J. Einmahl

Publication date: 14 January 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00055-0

zbMATH Keywords

extreme value theoryPoisson approximationGaussian approximationtail empirical processlocal empirical process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

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