Open Access
February 2001 On convergence toward an extreme value distribution in C[0,1]
Tao Lin, Laurens de Haan
Ann. Probab. 29(1): 467-483 (February 2001). DOI: 10.1214/aop/1008956340

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.

Citation

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Tao Lin. Laurens de Haan. "On convergence toward an extreme value distribution in C[0,1]." Ann. Probab. 29 (1) 467 - 483, February 2001. https://doi.org/10.1214/aop/1008956340

Information

Published: February 2001
First available in Project Euclid: 21 December 2001

zbMATH: 1010.62016
MathSciNet: MR1825160
Digital Object Identifier: 10.1214/aop/1008956340

Subjects:
Primary: 62F05
Secondary: 60G99

Keywords: convergence in C[0,1] , Extreme values

Rights: Copyright © 2001 Institute of Mathematical Statistics

Vol.29 • No. 1 • February 2001
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