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

被引：57

作者：

de Haan, L ^{[1
]}

Lin, T ^{[1
]}

机构：

[1] Erasmus Univ, Inst Econometr, NL-3000 DR Rotterdam, Netherlands

来源：

ANNALS OF PROBABILITY | 2001年 / 29卷 / 01期

关键词：

extreme values; convergence in C[0,1;

D O I：

10.1214/aop/1008956340

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The structure of extreme value distributions in infinite-dimensional space is well known. We characterize the domain of attraction of such extreme-value distributions in the framework of Gine Hahn and Vatan. We intend to use the result for statistical applications.

引用

页码：467 / 483

页数：17

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