Asymptotic Normality of Extreme Value Estimators on C[0,1]
نویسندگان
چکیده
منابع مشابه
Asymptotic Normality of Extreme Value Estimators on C[0, 1]
Consider n i.i.d. random elements on C[0,1]. We show that, under an appropriate strengthening of the domain of attraction condition, natural estimators of the extreme-value index, which is now a continuous function, and the normalizing functions have a Gaussian process as limiting distribution. A key tool is the weak convergence of a weighted tail empirical process, which makes it possible to o...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2003
ISSN: 1556-5068
DOI: 10.2139/ssrn.556979