Local asymptotic normality in of standard generalized Pareto processes
نویسندگان
چکیده
منابع مشابه
Local Asymptotic Normality in δ-Neighborhoods of Standard Generalized Pareto Processes
De Haan and Pereira [1] provided models for spatial extremes in the case of stationarity, which depend on just one parameter β > 0 measuring tail dependence, and they proposed different estimators for this parameter. This framework was supplemented in [2] by establishing local asymptotic normality (LAN) of a corresponding point process of exceedances above a high multivariate threshold, yieldin...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2012
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2011.12.011