Approximation of intermediate quantile processes

DOI10.1016/0047-259X(87)90004-2MaRDI QIDQ1819813zbMATH OpenOpenAlexFDO

Authors Lajos Horváth, Miklós Csörgo

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

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

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Cites work

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• Limit Distributions for the Extreme Order Statistics
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• On Limit Distributions for Order Statistics
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• Sur la distribution limite du terme maximum d'une série aléatoire
• Weighted empirical and quantile processes

Cited in

(9)

• Best attainable rates of convergence for estimators of the stable tail dependence function
• scientific article; zbMATH DE number 1453162 (Why is no real title available?)
• On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
• Tail expectile process and risk assessment
• Extremal point processes and intermediate quantile functions
• Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
• scientific article; zbMATH DE number 895831 (Why is no real title available?)
• Limit theorems for tail processes with application to intermediate quantile estimation
• On the tail behaviour of quantile processes

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