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We extend this multivariate result to continuous functional data by establishing the asymptotic normality of the estimators of the tail copula, uniformly over all finite subsets of at most D points (D fixed). An application for testing tail copula stationarity is presented. The main tool for deriving the result is the uniform asymptotic normality of all the D-variate tail empirical processes. The proof of the main result is nonstandard.<\/jats:p>","DOI":"10.1214\/21-aos2050","type":"journal-article","created":{"date-parts":[[2021,11,12]],"date-time":"2021-11-12T10:58:37Z","timestamp":1636714717000},"page":"2672-2696","source":"Crossref","is-referenced-by-count":4,"title":["Empirical tail copulas for functional data"],"prefix":"10.1214","volume":"49","author":[{"given":"John H. 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