Convergence of heteroscedastic extremes

DOI10.1016/J.SPL.2015.02.019MaRDI QIDQ893905zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 2118489 (Why is no real title available?)
• On tail trend detection: modeling relative risk
• Statistics of Heteroscedastic Extremes

Cited in

(2)

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

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