Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estmiation of the Spectral Measure from Convex Combinations of Regularly
  Varying Random Vectors   The extremal dependence structure of a regularly varying random vector X is
fully described by its limiting spectral measure. In this paper, we investigate
how to recover characteristics of the measure, such as extremal coefficients,
from the extremal behaviour of convex combinations of components of X. Our
considerations result in a class of new estimators of moments of the
corresponding combinations for the spectral vector. We show asymp-totic
normality by means of a functional limit theorem and, focusing on the
estimation of extremal coefficients, we verify that the minimal asymptotic
variance can be achieved by a plug-in estimator.

21
The categories of this paper are: adap-org
19
The categories of this paper are: eess
12
The categories of this paper are: nucl-th
35
The categories of this paper are: mtrl-th
23
The categories of this paper are: solv-int
5
The categories of this paper are: gr-qc
3
The categories of this paper are: physics
34
The categories of this paper are: chem-ph
0
The categories of this paper are: hep-ph
10
The categories of this paper are: q-bio
9
The categories of this paper are: nlin
28
The categories of this paper are: alg-geom
6
The categories of this paper are: astro-ph
29
The categories of this paper are: funct-an
36
The categories of this paper are: cmp-lg
33
The categories of this paper are: plasm-ph