Limit theorems for empirical processes of cluster functionals

DOI10.1214/09-AOS788zbMath1210.62051arXiv0910.0343MaRDI QIDQ988001

Holger Drees, Holger Rootzén

Publication date: 24 August 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.0343

zbMATH Keywords

rare events; block bootstrap; extremes; uniform central limit theorem; absolute regularity; clustering of extremes; local empirical processes; tail distribution function

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

62G30: Order statistics; empirical distribution functions

60G70: Extreme value theory; extremal stochastic processes

62G32: Statistics of extreme values; tail inference

60F17: Functional limit theorems; invariance principles

Related Items

Correction to: ``Limit theorems for empirical processes of cluster functionals, A large deviations approach to limit theory for heavy-tailed time series, Statistics for tail processes of Markov chains, Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence, Estimation of the tail index for lattice-valued sequences

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