Conditions for quantile process approximations

DOI10.1080/15326349908807546MaRDI QIDQ4248817zbMATH OpenOpenAlexFDO

Authors Holger Drees, Laurens De Haan

Publication date 28 May 2000

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349908807546

zbMATH Keywords

\({\mathcal O}\)-regular variationapproximationChibisov-O'Reilly functionCsörgő-Révész conditionextended regular variationquantile processtail quantile process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Order statistics; empirical distribution functions (62G30)

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(6)

• Generalized quantile processes
• Weighted approximations of tail processes for \(\beta\)-mixing random variables.
• Inference for intermediate Haezendonck-Goovaerts risk measure
• On quantile processes for m-dependent Rv's
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• Weakening of conditions on quantile processes approximations for sample extremes of a Gumbel’s law

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