Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10524488 | Journal of Multivariate Analysis | 2005 | 29 Pages |
Abstract
These results are used to derive approximations of the empirical point process of the exceedances (Zi,Ci) with Ci>c in an iid sample of size n. Local asymptotic normality is established for the approximating point process in a parametric model, where c=c(n)â0 as nââ.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Michael Falk, Rolf-Dieter Reiss,