Von Mises conditions revisited
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Publication:688043
DOI10.1214/AOP/1176989120zbMATH Open0778.60040OpenAlexW2011606464MaRDI QIDQ688043FDOQ688043
Publication date: 5 January 1994
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989120
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Cited In (16)
- Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions
- Refined pickands estimators wtth bias correction
- Title not available (Why is that?)
- A characterization of the rate of convergence in bivariate extreme value models
- Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima
- The sample mid-range and interquartiles
- Refining the central limit theorem approximation via extreme value theory
- Dispersion models for extremes
- On Pickands coordinates in arbitrary dimensions
- On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions
- Efficiency of convex combinations of pickands estimator of the extreme value index
- Extremes and regular variation
- Multi-normex distributions for the sum of random vectors. Rates of convergence
- Approximation rates for multivariate exceedances
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- On the max-domain of attraction of distributions with log-concave densities
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