Testing for a generalized Pareto process
From MaRDI portal
Publication:1950879
DOI10.1214/12-EJS728zbMath1295.62017arXiv1201.6611OpenAlexW3099624150MaRDI QIDQ1950879
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.6611
local asymptotic normalityasymptotic relative efficiencymax-stable processgeneralized Pareto processfunctional extreme value theorypoint process of exceedancescentral sequenceasymptotic optimal test sequence
Nonparametric hypothesis testing (62G10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Asymptotic properties of parametric tests (62F05)
Related Items
On functional records and champions, The spectrogram: a threshold-based inferential tool for extremes of stochastic processes, A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes, Max-stable processes and the functional \(D\)-norm revisited
Cites Work
- Unnamed Item
- Unnamed Item
- On max-stable processes and the functional \(D\)-norm
- A multivariate piecing-together approach with an application to operational loss data
- Local asymptotic normality in \(\delta\) of standard generalized Pareto processes
- The multivariate piecing-together approach revisited
- Testing for a multivariate generalized Pareto distribution
- Exceedance probability of the integral of a stochastic process
- Multivariate generalized Pareto distributions
- Residual life time at great age
- Statistical inference using extreme order statistics
- Lan of thinned empirical process with an application to fuzzy set density
- Parametric statistical theory: with the assistance of R. Hamböker
- Local asymptotic normality of truncated empirical processes
- On spatial extremes: with application to a rainfall problem
- A course on point processes
- Spatial extremes: models for the stationary case
- Statistics of Extremes
