The structure of extreme value distributions in in
finite-dimensional space is well known. We characterize the domain of
attraction of such extreme-value distributions in the framework of Giné
Hahn and Vatan. We intend to use the result for statistical applications.
Publié le : 2001-02-14
Classification:
Extreme values,
convergence in C[0,1],
62F05,
60G99
@article{1008956340,
author = {de Haan, Laurens and Lin, Tao},
title = {On convergence toward an extreme value distribution in
C[0,1]},
journal = {Ann. Probab.},
volume = {29},
number = {1},
year = {2001},
pages = { 467-483},
language = {en},
url = {http://dml.mathdoc.fr/item/1008956340}
}
de Haan, Laurens; Lin, Tao. On convergence toward an extreme value distribution in
C[0,1]. Ann. Probab., Tome 29 (2001) no. 1, pp. 467-483. http://gdmltest.u-ga.fr/item/1008956340/