775 citations
- Eindhoven University of TechnologyNL24 papers
- Centrum Wiskunde & InformaticaNL23 papers
- University of AmsterdamNL14 papers
- Centre National de la Recherche ScientifiqueFR9 papers
- University College LondonGB9 papers
- Maastricht UniversityNL8 papers
- Delft University of TechnologyNL7 papers
- UCLouvainBE7 papers
- Universitat Politècnica de CatalunyaES7 papers
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- University of GroningenNL7 papers
- Georgia Institute of TechnologyUS6 papers
Showing 2006 · math.STShow all
3 papers · 2 filters
math.ST2006★ 73 cited
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
John H. J. Einmahl, Laurens de Haan, Deyuan Li
Consider i.i.d. random vectors on , with unknown, common distribution function . Under a sharpening of the extreme value condition on , we derive a weighted…
math.ST2006
Asymptotic normality of extreme value estimators on
John H. J. Einmahl, Tao Lin
Consider i.i.d. random elements on . We show that, under an appropriate strengthening of the domain of attraction condition, natural estimators of the extreme-value ind…
math.ST2006★ 15 cited
Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality
Marc Hallin, Catherine Vermandele, Bas Werker
The classical theory of rank-based inference is entirely based either on ordinary ranks, which do not allow for considering location (intercept) parameters, or on signed ranks, whi…