On large deviation for extremes.

DOI10.1016/S0167-7152(03)00130-5zbMATH Open1113.62329OpenAlexW2071209675MaRDI QIDQ1423151FDOQ1423151

Authors: Holger Drees, Deyuan Li, Laurens De Haan 

Publication date: 14 February 2004

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00130-5

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• scientific article; zbMATH DE number 3878068

zbMATH Keywords

MaximaExtremesLarge deviationsconditionWeighted approximationSecond orderExtreme value distributionTail empirical distribution function

Mathematics Subject Classification ID

Large deviations (60F10) Statistics of extreme values; tail inference (62G32)

Cites Work

• Title not available (Why is that?)
• Second-order regular variation and rates of convergence in extreme-value theory
• On Smooth Statistical Tail Functionals
• Approximations to the tail empirical distribution function with application to testing extreme value conditions
• The Edgeworth expansion for distributions of extreme values

Cited In (14)

• On the block maxima method in extreme value theory: PWM estimators
• Bootstrapping Extreme Value Estimators
• Tail approximations to the density function in EVT
• On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem
• Maximum likelihood estimators based on the block maxima method
• The coupling method in extreme value theory
• Sequential estimation of quantiles with applications to A/B testing and best-arm identification
• On large deviations of extremes under power normalization
• On second order conditions in the multivariate block maxima and peak over threshold method
• On the large deviation principle for the almost sure CLT.
• On the influence of weights on extremes
• A horse race between the block maxima method and the peak-over-threshold approach
• Approximations to the tail empirical distribution function with application to testing extreme value conditions
• Title not available (Why is that?)

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