The Annals of Probability

On convergence toward an extreme value distribution in C[0,1]

Tao Lin and Laurens de Haan

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Abstract

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.

Article information

Source
Ann. Probab. Volume 29, Number 1 (2001), 467-483.

Dates
First available in Project Euclid: 21 December 2001

Permanent link to this document
http://projecteuclid.org/euclid.aop/1008956340

Digital Object Identifier
doi:10.1214/aop/1008956340

Mathematical Reviews number (MathSciNet)
MR1825160

Zentralblatt MATH identifier
1010.62016

Subjects
Primary: 62F05: Asymptotic properties of tests
Secondary: 60G99: None of the above, but in this section

Keywords
Extreme values convergence in C[0,1]

Citation

de Haan, Laurens; Lin, Tao. On convergence toward an extreme value distribution in C [0,1]. Ann. Probab. 29 (2001), no. 1, 467--483. doi:10.1214/aop/1008956340. http://projecteuclid.org/euclid.aop/1008956340.


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