Nonparametric estimation of the spectral measure of an extreme value distribution.
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Publication:1848911
DOI10.1214/aos/1013203459zbMath1043.62046OpenAlexW2103428811MaRDI QIDQ1848911
John H. J. Einmahl, Vladimir I. Piterbarg, Laurens De Haan
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1013203459
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Strong limit theorems (60F15)
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