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

tail quantile processapproximationquantile processextended regular variation\({\mathcal O}\)-regular variationChibisov-O'Reilly functionCsörgő-Révész condition

Mathematics Subject Classification ID

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

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Cited in

(5)

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

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