Limit theorems for tail processes with application to intermediate quantile estimation (Q1200019): Difference between revisions

The purpose of the paper is to describe the weak and strong limiting behaviour of weighted uniform tail processes and to derive some limit theorems for a weighted non-uniform tail-quantile-type process based on a random sample \(X_ 1,\dots,X_ n\) from a distribution \(F\) that satisfies the so-called von Mises sufficient condition for being in the domain of max-attraction of a Fréchet distribution.