期刊名称：Journal of Statistical Theory and Applications (JSTA)
电子版ISSN：1538-7887
出版年度：2013
卷号：12
期号：1
页码：23-40
DOI：10.2991/jsta.2013.12.1.3
语种：English
出版社：Atlantis Press
摘要：This motivated Diop and Lo [6] to find out asymptotic normality results for this family in order to construct statistical tests. Although their results seem to be valuable, they restricted themselves to values tT > 1/2. Actually, this restriction is imposed by the so-called Hungarian approximation methods based on M. Csérgé er al. [1] results that they used. It is then necessary to call for another approach to get around this obstacle.
关键词：Extreme values theory; Asymptotic distribution; Functional Gaussian and nongaussian laws; Uniform Keywords: Extreme values theory; Asymptotic distribution; Functional Gaussian and nongaussian laws; Uniform entropy numbers; Asymptotic tightness;Stochastic process of estimators of extremal index; S
