{"paper":{"title":"Local asymptotic normality in {\\delta}-neighborhoods of standard generalized Pareto processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","stat.TH"],"primary_cat":"math.ST","authors_text":"Michael Falk, Stefan Aulbach","submitted_at":"2011-08-03T19:59:47Z","abstract_excerpt":"De Haan and Pereira (2006) provided models for spatial extremes in the case of stationarity, which depend on just one parameter {\\beta} > 0 measuring tail dependence, and they proposed different estimators for this parameter. This framework was supplemented in Falk (2011) by establishing local asymptotic normality (LAN) of a corresponding point process of exceedances above a high multivariate threshold, yielding in particular asymptotic efficient estimators.\n  The estimators investigated in these papers are based on a finite set of points t1,...,td, at which observations are taken. We generali"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1108.0921","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}