Estimating a multidimensional extreme-value distribution
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Publication:689363
DOI10.1006/jmva.1993.1069zbMath0778.62047MaRDI QIDQ689363
John H. J. Einmahl, Laurens De Haan, Huang Xin
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
asymptotic normality; dependence structure; marginals; continuity points; extreme-value index; angular measure
62H12: Estimation in multivariate analysis
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
60F05: Central limit and other weak theorems
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