Weak limits for exploratory plots in the analysis of extremes

DOI10.3150/11-BEJ401zbMath1288.62076arXiv1008.2639MaRDI QIDQ1940761

Souvik Ghosh, Bikramjit Das

Publication date: 7 March 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.2639

zbMATH Keywords

extreme values; regular variation; asymptotic theory; confidence bounds; random set; ME plot; QQ plot

Mathematics Subject Classification ID

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

Related Items

Detecting tail behavior: mean excess plots with confidence bounds, Convergence of persistence diagrams for topological crackle, When Does the Mean Excess Plot Look Linear?

Uses Software

• QRM

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