Dependence structure, Empirical process, Functional central limit theorem, Multivariate extremes, Nonparametric estimation
dx.doi.org/10.1214/aos/1013203459, hdl.handle.net/1765/64938
Annals of Statistics
Erasmus School of Economics

Einmahl, J.H.J, de Haan, L.F.M, & Piterbarg, V.I. (2001). Nonparametric estimation of the spectral measure of an extreme value distribution. Annals of Statistics, 29(5), 1401–1423. doi:10.1214/aos/1013203459