Approximation of intermediate quantile processes

DOI10.1016/0047-259X(87)90004-2zbMath0614.60030OpenAlexW2157127607MaRDI QIDQ1819813

Lajos Horváth, Miklós Csörgő

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(87)90004-2

zbMATH Keywords

weak convergenceweighted metricsintermediate quantile processstrong approximation of quantile processes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Related Items (6)

Extremal point processes and intermediate quantile functions ⋮ Best attainable rates of convergence for estimators of the stable tail dependence function ⋮ Limit theorems for tail processes with application to intermediate quantile estimation ⋮ Tail expectile process and risk assessment ⋮ Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes ⋮ On the estimation of the adjustment coefficient in risk theory via intermediate order statistics

Cites Work

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• Weighted empirical and quantile processes
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• Approximations of weighted empirical and quantile processes
• Strong approximations of the quantile process
• Sur la distribution limite du terme maximum d'une série aléatoire
• Limit Distributions for Order Statistics. I
• Limit theorems for the ratio of the empirical distribution function to the true distribution function
• Limit Distributions for the Extreme Order Statistics
• On Limit Distributions for Order Statistics

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