Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals

DOI10.1080/02331888.2018.1470630MaRDI QIDQ4580022zbMATH OpenOpenAlexWikidataFDO

Authors José G. Gómez

Publication date 13 August 2018

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2018.1470630

zbMATH Keywords

central limit theoremcluster functionalclustering of extremesextremogramLindeberg methodweak dependence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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Cites work

• A class of invariant consistent tests for multivariate normality
• A new weak dependence condition and applications to moment inequalities
• Dependent Lindeberg central limit theorem and some applications
• Functionals of clusters of extremes
• scientific article; zbMATH DE number 3280855 (Why is no real title available?)
• Limit theorems for empirical processes of cluster functionals
• Measures of multivariate skewness and kurtosis with applications
• Mixing: Properties and examples
• Non-strong mixing autoregressive processes
• Regularly varying multivariate time series
• Statistical inference using extreme order statistics
• The extremogram: a correlogram for extreme events
• Towards estimating extremal serial dependence via the bootstrapped extremogram
• Weak convergence and empirical processes. With applications to statistics
• Weak convergence of partial sums of absolutely regular sequences
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
• Weak dependence. With examples and applications.

Cited in

(1)

• An empirical process central limit theorem for dependent non-identically distributed random variables

Describes a project that uses

Uses Software

• R
• MVN

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