Convergence of heteroscedastic extremes

DOI10.1016/J.SPL.2015.02.019zbMATH Open1328.62297OpenAlexW2030958892MaRDI QIDQ893905FDOQ893905

Authors: Laurens De Haan 

Publication date: 23 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.02.019

zbMATH Keywords

heteroscedasticityextreme values

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Cites Work

• Title not available (Why is that?)
• Statistics of Heteroscedastic Extremes
• On tail trend detection: modeling relative risk

Cited In (2)

• Maxima and sums of non-stationary random length sequences
• Trend detection for heteroscedastic extremes

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