Weak convergence of the tail empirical function for dependent sequences
Journal article, 2009
Strong mixing
Clustering of extremes
Tail distribution function
Absolute regularity
Extremes
Author
Holger Rootzen
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematical Statistics
Published in
Stoch. Proc. Appl.
Vol. 119 Issue 2 p. 468-490
Categorizing
Subject Categories (SSIF 2011)
Other Mathematics