Nonparametric estimation of the spectral measure of an extreme value distribution

2001-10-01

Annals of Statistics , Volume 29 - Issue 5 p. 1401- 1423

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Keywords	Dependence structure, Empirical process, Functional central limit theorem, Multivariate extremes, Nonparametric estimation
Persistent URL	doi.org/10.1214/aos/1013203459, hdl.handle.net/1765/64938
Journal	Annals of Statistics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	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

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