Estimating the limit distribution of multivariate extremes

DOI10.1080/15326349308807267zbMath0777.62036OpenAlexW2017316147MaRDI QIDQ4039180

Publication date: 19 December 1993

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349308807267

zbMATH Keywords

consistency asymptotic normality domain of attraction empirical measure multivariate extreme value distribution second order condition

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Extreme value theory; extremal stochastic processes (60G70)

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