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Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets

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  • Einmahl, J.H.J.

    (Tilburg University, School of Economics and Management)

  • Khmaladze, E.V.

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  • Einmahl, J.H.J. & Khmaladze, E.V., 2007. "Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets," Other publications TiSEM c4c26f2d-99d3-473f-9900-e, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:c4c26f2d-99d3-473f-9900-e25d035212f6
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    References listed on IDEAS

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    1. Drees, Holger & Huang, Xin, 1998. "Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function," Journal of Multivariate Analysis, Elsevier, vol. 64(1), pages 25-47, January.
    2. Einmahl, J.H.J. & Lin, T., 2003. "Asymptotic Normality of Extreme Value Estimators on C[0,1]," Discussion Paper 2003-132, Tilburg University, Center for Economic Research.
    3. 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.
    4. Einmahl, J.H.J. & Khmaladze, E.V., 2007. "Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets," Other publications TiSEM c4c26f2d-99d3-473f-9900-e, Tilburg University, School of Economics and Management.
    5. 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.
    6. Einmahl, J. H.J., 1992. "The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process," Other publications TiSEM 5520438c-0aea-424b-b2c4-2, Tilburg University, School of Economics and Management.
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    1. Einmahl, J.H.J. & Khmaladze, E.V., 2007. "Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets," Other publications TiSEM c4c26f2d-99d3-473f-9900-e, Tilburg University, School of Economics and Management.

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