Estimating a multidimensional extreme-value distribution

DOI10.1006/jmva.1993.1069zbMath0778.62047OpenAlexW2071927330MaRDI QIDQ689363

Huang Xin, John H. J. Einmahl, Laurens De Haan

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/ws/files/618676/JE38___.PDF

zbMATH Keywords

asymptotic normalitydependence structuremarginalscontinuity pointsextreme-value indexangular measure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

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