Weak limits for exploratory plots in the analysis of extremes
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Publication:1940761
DOI10.3150/11-BEJ401zbMath1288.62076arXiv1008.2639MaRDI QIDQ1940761
Publication date: 7 March 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.2639
extreme values; regular variation; asymptotic theory; confidence bounds; random set; ME plot; QQ plot
62G20: Asymptotic properties of nonparametric inference
60F05: Central limit and other weak theorems
62G30: Order statistics; empirical distribution functions
62G32: Statistics of extreme values; tail inference
60F17: Functional limit theorems; invariance principles
62A09: Graphical methods in statistics
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Detecting tail behavior: mean excess plots with confidence bounds, Convergence of persistence diagrams for topological crackle, When Does the Mean Excess Plot Look Linear?
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Cites Work
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