A functional law of the iterated logarithm for tail quantile processes
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Publication:1200015
DOI10.1016/0378-3758(92)90152-IzbMath0760.60033OpenAlexW2033635661MaRDI QIDQ1200015
Publication date: 17 January 1993
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(92)90152-i
Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Related Items (3)
A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator ⋮ Nonstandard strong laws for local quantile processes ⋮ Functional laws of the iterated logarithm for small increments of empirical processes
Cites Work
- Strong laws for the k-th order statistic when k\(\leq c\,\log _ 2\,n\)
- Strong limit theorems for weighted quantile processes
- A strong invariance theorem for the tail empirical process
- A simple general approach to inference about the tail of a distribution
- Nonstandard functional laws of the iterated logarithm for tail empirical and quantile processes
- A tail empirical process approach to some nonstandard laws of the iterated logarithm
- Almost sure convergence of the Hill estimator
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