Local empirical processes near boundaries of convex bodies
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DOI: 10.1007/s10463-007-0123-7
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- Einmahl, J. H.J. & Dekkers, A. L.M. & de Haan, L., 1989. "A moment estimator for the index of an extreme-value distribution," Other publications TiSEM 81970cb3-5b7a-4cad-9bf6-2, Tilburg University, School of Economics and Management.
- Einmahl, John H. J., 1997.
"Poisson and Gaussian approximation of weighted local empirical processes,"
Stochastic Processes and their Applications, Elsevier, vol. 70(1), pages 31-58, October.
- Einmahl, J.H.J., 1997. "Poisson and Gaussian approximation of weighted local empirical processes," Other publications TiSEM 07d934b9-2bd4-474a-bf32-f, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & de Haan, L.F.M. & Piterbarg, V.I., 2001. "Nonparametric estimation of the spectral measure of an extreme value distribution," Other publications TiSEM c3485b9b-a0bd-456f-9baa-0, Tilburg University, School of Economics and Management.
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Cited by:
- Berthet, Philippe & Einmahl, John, 2020.
"Cube Root Weak Convergence of Empirical Estimators of a Density Level Set,"
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69103be2-c944-4ca1-b9e1-2, Tilburg University, School of Economics and Management.
- Berthet, Philippe & Einmahl, John, 2020. "Cube Root Weak Convergence of Empirical Estimators of a Density Level Set," Discussion Paper 2020-015, Tilburg University, Center for Economic Research.
- Estate Khmaladze & Wolfgang Weil, 2018. "Fold-up derivatives of set-valued functions and the change-set problem: A Survey," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(1), pages 1-38, February.
- Khmaladze, Estáte V., 2013. "On the evolution of set-valued functions: An example," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 898-901.
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Keywords
Poisson point process; Convex body; Empirical process; Support measure; Normal cylinder; Change-set problem; Limit process;All these keywords.
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