Extremes of normed empirical moment generating function processes

DOI10.1007/s10687-004-4723-1zbMath1091.62044OpenAlexW2110686584MaRDI QIDQ2488434

John Robinson, Michael Stewart

Publication date: 24 May 2006

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-004-4723-1

zbMATH Keywords

empirical processeslimiting distributionextreme value distributionextremes of Gaussian process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Extremes of normed empirical moment generating function processes ⋮ Recent asymptotic results in testing for mixtures

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• Testing Homogeneity in Gamma Mixture Models

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