Limit theorems for tail processes with application to intermediate quantile estimation (Q1200019)
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English | Limit theorems for tail processes with application to intermediate quantile estimation |
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Limit theorems for tail processes with application to intermediate quantile estimation (English)
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17 January 1993
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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.
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tail empirical and tail quantile process
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weight function
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Fréchet distribution
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