Detecting a conditional extreme value model
From MaRDI portal
Publication:650748
DOI10.1007/s10687-009-0097-3zbMath1226.60078arXiv0902.2996MaRDI QIDQ650748
Bikramjit Das, Sidney I. Resnick
Publication date: 27 November 2011
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.2996
regular variation; domain of attraction; heavy tails; asymptotic independence; conditional extreme value model
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
60B10: Convergence of probability measures
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