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Correction to: “Limit theorems for empirical processes of cluster functionals”. (English) Zbl 1398.62121

Summary: We correct an error in a technical lemma of the authors [ibid. 38, No. 4, 2145–2186 (2010; Zbl 1210.62051)]. and discuss consequences for applications.

MSC:

62G32 Statistics of extreme values; tail inference
60G70 Extreme value theory; extremal stochastic processes
60F17 Functional limit theorems; invariance principles
62G30 Order statistics; empirical distribution functions
60F05 Central limit and other weak theorems

Citations:

Zbl 1210.62051
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References:

[1] Drees, H. and Rootzén, H. (2010). Limit theorems for empirical processes of cluster functionals. Ann. Statist. 38 2145-2186. · Zbl 1210.62051
[2] Drees, H., Segers, J. and Warchoł, M. (2015). Statistics for tail processes of Markov chains. Extremes 18 369-402. · Zbl 1327.62322
[3] Pratt, J. W. (1960). On interchanging limits and integrals. Ann. Math. Stat. 31 74-77. · Zbl 0090.26802
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