On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation

Journal of Statistical Planning and Inference

Volumn 139, Issue 6, 2009, Pages 2091-2110

  Hill, Jonathan B ^a  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

Author keywords

Extremal near epoch dependence; Functional central limit theorem; Hill estimator; Tail arrays; Tail dependence; Tail empirical process; Tail quantile process

Indexed keywords

EID: 60949110789     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.09.005     Document Type: Article

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