Approximation rates for multivariate exceedances
DOI10.1016/0378-3758(94)00074-3zbMATH Open0819.60025OpenAlexW2091226320WikidataQ127065476 ScholiaQ127065476MaRDI QIDQ1890882FDOQ1890882
Authors: Edgar Kaufmann, Rolf-Dieter Reiss 
Publication date: 23 May 1995
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(94)00074-3
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Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)
Cites Work
- Statistical inference using extreme order statistics
- Title not available (Why is that?)
- Residual life time at great age
- Rates of convergence in multivariate extreme value theory
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Title not available (Why is that?)
- A course on point processes
- Title not available (Why is that?)
- Poisson approximation of empirical processes
- Asymptotic inference about a density function at an end of its range
- Von Mises conditions revisited
- Strong convergence of multivariate point processes of exceedances
- Title not available (Why is that?)
Cited In (14)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions
- Rates of multivariate normal approximation for statistics in geometric probability
- Some notes on multivariate generalized Pareto distributions
- Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models
- Testing for a multivariate generalized Pareto distribution
- Efficient estimators and LAN in canonical bivariate POT models.
- A characterization of the rate of convergence in bivariate extreme value models
- Poisson approximation of empirical processes
- Rates of convergence for bivariate extremes
- A note on the analytic approximation of exceedance probabilities in heterogeneous populations
- Some notes on extremal discriminant analysis
- Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences
- Title not available (Why is that?)
- On exceedances of high levels
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