Empirical processes and statistics of extreme values

John Einmahl and Laurens de Haan

Course AIO-network "Stochastics"

Lecture notes  Laurens de Haan

  • 3-9-1999. ``Empirical processes and extreme values, an introduction''. PostScript file.
  • 17-12-1999. ``Extreme value theory''. PostScript file.

    • Lecture notes John Einmahl

  • ``Empirical processes and statistics of extreme values'',  part I. PostScript file.
  • ``Empirical processes and statistics of extreme values'',   part II. PostScript file.