Limit theorems for tail processes with application to intermediate quantile estimation (Q1200019)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for tail processes with application to intermediate quantile estimation |
scientific article |
Statements
Limit theorems for tail processes with application to intermediate quantile estimation (English)
0 references
17 January 1993
0 references
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.
0 references
tail empirical and tail quantile process
0 references
weight function
0 references
Fréchet distribution
0 references
