On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
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Publication:1069586
DOI10.1016/0304-4149(85)90381-3zbMath0584.62025OpenAlexW2029788753MaRDI QIDQ1069586
Publication date: 1985
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(85)90381-3
approximationsBrownian bridgeasymptotic independenceextreme value distributionweighted empirical processessequences of Brownian bridgesuniform quantile processesweak invariance theorem
Related Items (7)
On the tail behaviour of quantile processes ⋮ Choice of smoothing parameter in multivariate copula-based tail coefficients ⋮ Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses ⋮ Approximations of weighted empirical and quantile processes ⋮ Estimating L-functionals for heavy-tailed distributions and application ⋮ Weak limits for exploratory plots in the analysis of extremes ⋮ Poisson and Gaussian approximation of weighted local empirical processes
Cites Work
- A limit theorem for the maximum of normalized sums of independent random variables
- Weighted empirical and quantile processes
- On the weak convergence of empirical processes in sup-norm metrics
- The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals
- The asymptotic distribution of the suprema of the standardized empirical processes
- The asymptotic distribution of weighted empirical distribution functions
- Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
- Some Multivariate Chebyshev Inequalities with Extensions to Continuous Parameter Processes
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