@techreport{9565e7d872fd4de88643b18367b70d68,

title = "Asymptotic Normality of Extreme Value Estimators on C[0,1]",

abstract = "Consider n i.i.d. random elements on C[0; 1].We show that under an appropriate strengthening of the domain of attraction condition natural estimators of the extreme-value index, which is now a continuous function, and the normalizing functions have a Gaussian process as limiting distribution.A key tool is the weak convergence of a weighted tail empirical process, which makes it possible to obtain the results uniformly on [0; 1].Detailed examples are also presented.",

keywords = "estimation, infinite dimensional systems, convergence, statistics",

author = "J.H.J. Einmahl and T. Lin",

note = "Pagination: 25",

year = "2003",

language = "English",

volume = "2003-132",

series = "CentER Discussion Paper",

publisher = "Econometrics",

type = "WorkingPaper",

institution = "Econometrics",

}