@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",
}