Weak convergence of the tail empirical process for dependent sequences
By Holger Rootz'en. 2009
58 citations recorded by the source corpus.
Subfields: Demography, Finance
View Paper: https://www.semanticscholar.org/paper/79476490e580e9c1f7731e4ce23cd0e9a3742d65
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
In Finance
- Axel Bucher
- Chen Zhou
- Jonathan B. Hill
- H. Drees
- Christian-Yann Robert
- Holger Rootz'en
- Johan Segers
- A. C. Davison
Citations in the corpus
- Limit theorems for empirical processes of cluster functionals (2009, methodology): “The present paper extends convergence to multivariate tail empirical processes and makes a small improvement of the results in Rootzén (2009).”
- Inference for the limiting cluster size distribution of extreme values (2008, background): “absolute regular) stationary sequences has been studied by [37] (resp.”
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (2010, background): “See Hsing (1991, 1993), Drees (2002), Einmahl and Lin (2006), and Rootzén (2009) for related limit theory for tail arrays of i.i.d., mixing, and l-dependent processes {Xt }, each of which is covered under E-NED (Section 5).”
- A Horse Race between the Block Maxima Method and the Peak–over–Threshold Approach (2018, background): “This however comes at the cost of an increased variance of the estimators due to potential clustering of extremes, see Hsing, 1991; Drees, 2000; Rootzén, 2009, among many others.”