Article ID Journal Published Year Pages File Type
10524488 Journal of Multivariate Analysis 2005 29 Pages PDF
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)↑0 as n→∞.
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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