IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v45y1993i3p433-444.html
   My bibliography  Save this article

Strong convergence of multivariate point processes of exceedances

Author

Listed:
  • E. Kaufmann
  • R. Reiss

Abstract

No abstract is available for this item.

Suggested Citation

  • E. Kaufmann & R. Reiss, 1993. "Strong convergence of multivariate point processes of exceedances," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(3), pages 433-444, September.
    • Handle: RePEc:spr:aistmt:v:45:y:1993:i:3:p:433-444
    DOI: 10.1007/BF00773345
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/BF00773345
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/BF00773345?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Reiss R.-D., 1990. "Asymptotic Independence Of Marginal Point Processes Of Exceedances," Statistics & Risk Modeling, De Gruyter, vol. 8(2), pages 153-166, February.
    2. Falk, Michael & Reiss, Rolf-Dieter, 1992. "Poisson approximation of empirical processes," Statistics & Probability Letters, Elsevier, vol. 14(1), pages 39-48, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Marohn, Frank, 1999. "Estimating the index of a stable law via the pot-method," Statistics & Probability Letters, Elsevier, vol. 41(4), pages 413-423, February.
    2. Falk, Michael & Reiss, Rolf Dieter, 2002. "A characterization of the rate of convergence in bivariate extreme value models," Statistics & Probability Letters, Elsevier, vol. 59(4), pages 341-351, October.
    3. Falk, Michael & Reiss, Rolf-Dieter, 2003. "Efficient estimators and LAN in canonical bivariate POT models," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 190-207, January.
    4. Falk, Michael & Reiss, Rolf-Dieter, 2001. "Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models," Statistics & Probability Letters, Elsevier, vol. 52(3), pages 233-242, April.
    5. Falk, Michael & Guillou, Armelle, 2008. "Peaks-over-threshold stability of multivariate generalized Pareto distributions," Journal of Multivariate Analysis, Elsevier, vol. 99(4), pages 715-734, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kaufmann, Edgar, 1995. "Von Mises conditions, [delta]-neighborhoods and rates of convergence for maxima," Statistics & Probability Letters, Elsevier, vol. 25(1), pages 63-70, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:45:y:1993:i:3:p:433-444. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.