Estimating the spectral measure of an extreme value distribution
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Publication:1275958
DOI10.1016/S0304-4149(97)00065-3zbMath0905.62051MaRDI QIDQ1275958
John H. J. Einmahl, Ashoke Kumar Sinha, Laurens De Haan
Publication date: 14 January 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes and spectral analysis (62M15) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
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