Statistics of Heteroscedastic Extremes

DOI10.1111/rssb.12099zbMath1411.62124OpenAlexW2155489827MaRDI QIDQ5743224

Chen Zhou, John H. J. Einmahl, Laurens De Haan

Publication date: 9 May 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://research.tilburguniversity.edu/en/publications/19952ae4-25ff-4e1b-8627-d21d7a62375b

zbMATH Keywords

functional limit theoremsextreme value statisticsnon-identical distributionssequential tail empirical process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32) Functional limit theorems; invariance principles (60F17)

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