Empirical tail copulas for functional data
DOI10.1214/21-AOS2050zbMath1486.62140arXiv2001.11408OpenAlexW3127464785MaRDI QIDQ2054523
John H. J. Einmahl, Johan Segers
Publication date: 3 December 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.11408
tail dependencefunctional datatail empirical processextreme value statisticsuniform asymptotic normalitytail copula estimation
Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Functional limit theorems; invariance principles (60F17)
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