Local asymptotic normality in δ-neighborhoods of standard generalized Pareto processes

3 August 2011

Papers citing "Local asymptotic normality in δ-neighborhoods of standard generalized Pareto processes"

9 / 9 papers shown

Title
Some Asymptotic Results of Gaussian Random Fields with Varying Mean Functions and the Associated Processes Jingcheng Liu Gongjun Xu 66 24 0 10 Apr 2011
Frontier estimation via kernel regression on high power-transformed data Stéphane Girard Pierre E. Jacob 56 39 0 30 Mar 2011
Empirical Likelihood based Confidence Regions for first order parameters of a heavy tailed distribution J. Worms R. Worms 58 7 0 19 Aug 2010
Conditional Sampling for Spectrally Discrete Max-Stable Random Fields Yizao Wang Stilian A. Stoev TPM 100 85 0 03 May 2010
A Discussion on Mean Excess Plots Souvik Ghosh Sidney I. Resnick 83 123 0 30 Jul 2009
Composite quantile regression and the oracle Model Selection Theory H. Zou M. Yuan 86 553 0 18 Jun 2008
Limit distributions for the problem of collecting pairs Pavle Mladenović 56 9 0 14 May 2008
Statistics of extremes under random censoring J. Einmahl Amélie Fils-Villetard A. Guillou 68 101 0 14 Mar 2008
Models for dependent extremes using stable mixtures Anne-Laure Fougères J. P. Nolan Holger Rootzén 116 62 0 15 Nov 2007