{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,28]],"date-time":"2026-02-28T19:55:54Z","timestamp":1772308554576,"version":"3.50.1"},"reference-count":17,"publisher":"Institute of Mathematical Statistics","issue":"4","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Ann. Statist."],"published-print":{"date-parts":[[2006,8,1]]},"DOI":"10.1214\/009053606000000434","type":"journal-article","created":{"date-parts":[[2006,11,4]],"date-time":"2006-11-04T08:08:22Z","timestamp":1162627702000},"source":"Crossref","is-referenced-by-count":53,"title":["Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition"],"prefix":"10.1214","volume":"34","author":[{"given":"John H. J.","family":"Einmahl","sequence":"first","affiliation":[]},{"given":"Laurens","family":"de Haan","sequence":"additional","affiliation":[]},{"given":"Deyuan","family":"Li","sequence":"additional","affiliation":[]}],"member":"108","reference":[{"key":"3","doi-asserted-by":"publisher","unstructured":"de Haan, L. and Sinha, A. K. (1999). Estimating the probability of a rare event. <i>Ann. Statist.<\/i> <b>27<\/b> 732--759.","DOI":"10.1214\/aos\/1018031214"},{"key":"1","doi-asserted-by":"publisher","unstructured":"Abdous, B. and Ghoudi, K. (2005). Nonparametric estimators of multivariate extreme dependence functions. <i>J. Nonparametr. Statist.<\/i> <b>17<\/b> 915--935.","DOI":"10.1080\/10485250500336379"},{"key":"2","doi-asserted-by":"publisher","unstructured":"de Haan, L. and Resnick, S. (1977). Limit theory for multivariate sample extremes. <i>Z. Wahrsch. Verw. Gebiete<\/i> <b>40<\/b> 317--337.","DOI":"10.1007\/BF00533086"},{"key":"4","doi-asserted-by":"publisher","unstructured":"Dietrich, D., de Haan, L. and H\u00fcsler, J. (2002). Testing extreme value conditions. <i>Extremes<\/i> <b>5<\/b> 71--85.","DOI":"10.1023\/A:1020934126695"},{"key":"5","doi-asserted-by":"publisher","unstructured":"Drees, H., de Haan, L. and Li, D. (2006). Approximations to the tail empirical distribution function with application to testing extreme value conditions. <i>J. Statist. Plann. Inference<\/i> <b>136<\/b> 3498--3538.","DOI":"10.1016\/j.jspi.2005.02.017"},{"key":"6","doi-asserted-by":"publisher","unstructured":"Drees, H. and Huang, X. (1998). Best attainable rates of convergence for estimators of the stable tail dependence function. <i>J. Multivariate Anal.<\/i> <b>64<\/b> 25--47.","DOI":"10.1006\/jmva.1997.1708"},{"key":"7","doi-asserted-by":"publisher","unstructured":"Einmahl, J. (1992). Limit theorems for tail processes with application to intermediate quantile estimation. <i>J. Statist. Plann. Inference<\/i> <b>32<\/b> 137--145.","DOI":"10.1016\/0378-3758(92)90156-M"},{"key":"8","doi-asserted-by":"publisher","unstructured":"Einmahl, J., de Haan, L. and Piterbarg, V. (2001). Nonparametric estimation of the spectral measure of an extreme value distribution. <i>Ann. Statist.<\/i> <b>29<\/b> 1401--1423.","DOI":"10.1214\/aos\/1013203459"},{"key":"9","unstructured":"Huang, X. (1992). Statistics of bivariate extremes. Ph.D. dissertation, Erasmus Univ. Rotterdam. Tinbergen Institute Series no. 22."},{"key":"10","unstructured":"Li, D. (2004). On extreme value approximation to tails of distribution functions. Ph.D. dissertation, Erasmus Univ. Rotterdam. Tinbergen Institute Series no. 342."},{"key":"11","doi-asserted-by":"publisher","unstructured":"Neuhaus, G. (1971). On weak convergence of stochastic processes with multidimensional time parameter. <i>Ann. Math. Statist.<\/i> <b>42<\/b> 1285--1295.","DOI":"10.1214\/aoms\/1177693241"},{"key":"12","doi-asserted-by":"publisher","unstructured":"Orey, S. and Pruitt, W. (1973). Sample functions of the $N$-parameter Wiener process. <i>Ann. Probab.<\/i> <b>1<\/b> 138--163.","DOI":"10.1214\/aop\/1176997030"},{"key":"13","doi-asserted-by":"crossref","unstructured":"Paulauskas, V. and Ra\u010dkauskas, A. (1989). <i>Approximation Theory in the Central Limit Theorem. Exact Results in Banach Spaces<\/i>. Kluwer, Dordrecht.","DOI":"10.1007\/978-94-011-7798-6"},{"key":"14","unstructured":"Peng, L. (1998). Second order condition and extreme value theory. Ph.D. dissertation, Erasmus Univ. Rotterdam. Tinbergen Institute Series no. 178."},{"key":"15","doi-asserted-by":"crossref","unstructured":"Schlather, M. (2001). Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution. <i>Statist. Probab. Lett.<\/i> <b>53<\/b> 325--329.","DOI":"10.1016\/S0167-7152(01)00090-6"},{"key":"17","doi-asserted-by":"crossref","unstructured":"van der Vaart, A. and Wellner, J. (1996). <i>Weak Convergence and Empirical Processes. With Applications to Statistics<\/i>. Springer, New York.","DOI":"10.1007\/978-1-4757-2545-2"},{"key":"16","unstructured":"Shorack, G. and Wellner, J. (1986). <i>Empirical Processes with Applications to Statistics<\/i>. Wiley, New York."}],"container-title":["The Annals of Statistics"],"original-title":[],"link":[{"URL":"http:\/\/projecteuclid.org\/download\/pdfview_1\/euclid.aos\/1162567640","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,4,5]],"date-time":"2021-04-05T18:09:19Z","timestamp":1617646159000},"score":1,"resource":{"primary":{"URL":"https:\/\/projecteuclid.org\/journals\/annals-of-statistics\/volume-34\/issue-4\/Weighted-approximations-of-tail-copula-processes-with-application-to-testing\/10.1214\/009053606000000434.full"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2006,8,1]]},"references-count":17,"journal-issue":{"issue":"4","published-online":{"date-parts":[[2006,8,1]]}},"URL":"https:\/\/doi.org\/10.1214\/009053606000000434","relation":{},"ISSN":["0090-5364"],"issn-type":[{"value":"0090-5364","type":"print"}],"subject":[],"published":{"date-parts":[[2006,8,1]]}}}