Correction note to "Limit Theorems for Empirical Processes of Cluster Functionals" [arXiv:0910.0343]
Holger Drees, Holger Rootz\'en
TL;DR
This paper corrects a technical error in a previous work on limit theorems for empirical processes of cluster functionals and discusses its implications for related applications.
Contribution
It provides a correction to an earlier lemma and analyzes the impact on the validity of previous results and applications.
Findings
Correction of a key lemma in the original paper
Discussion of consequences for empirical process applications
Clarification of the theoretical framework
Abstract
We correct an error in a technical lemma of Drees and Rootz\'en (2010) [arXiv:0910.0343] and discuss consequences for applications.
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Taxonomy
TopicsStochastic processes and statistical mechanics