Inference for asymptotically independent samples of extremes
DOI10.1016/J.JMVA.2018.04.009zbMATH Open1410.60033OpenAlexW2731397869WikidataQ129911469 ScholiaQ129911469MaRDI QIDQ1661337FDOQ1661337
Authors: Armelle Guillou, Stefano Rizzelli, S. A. Padoan 
Publication date: 16 August 2018
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2018.04.009
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Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05)
Cites Work
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Cited In (7)
- Some asymptotic results on extremes of incomplete samples
- Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model
- Generalized Pareto copulas: a key to multivariate extremes
- An alternative point process framework for modeling multivariate extreme values
- Conditional tail independence in Archimedean copula models
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
- Asymptotic theory for the inference of the latent trawl model for extreme values
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