Testing for a generalized Pareto process

Aulbach, Stefan, Falk, Michael . Electronic Journal of Statistics 2012. 6 :1779-1802

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  Author = {Aulbach, Stefan and Falk, Michael},
  Title = {Testing for a generalized Pareto process},
  Journal = {Electronic Journal of Statistics},
  Volume = {6},
  Year = {2012},
  Pages = {1779--1802},
  Keywords = {Shrinkage estimator, second order cone programming, Basis approximation, consistency in variable selection, Local asymptotic normality, Asymptotic relative efficiency, point process of exceedances, central sequence, max-stable process, Functional extreme value theory, generalized Pareto process, asymptotic optimal test sequence}

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