Extremal point processes and intermediate quantile functions

DOI10.1007/BF01193943MaRDI QIDQ1120893zbMATH OpenOpenAlexFDO

Authors Andre R. Dabrowski

Publication date 1990

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01193943

zbMATH Keywords

invariance principlequantile functionsplanar point processesstrong approximation for triangular arrays

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17) Random measures (60G57)

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Cites work

• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
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• scientific article; zbMATH DE number 3403545 (Why is no real title available?)
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• Approximation theorems for independent and weakly dependent random vectors
• Central limit theorems for sums of extreme values
• Characterization and convergence of random measures and point processes
• Extremal Processes
• Invariance principles in probability for stable processes generated by a class of dependent sequences
• Limiting multivariate distributions of intermediate order statistics
• On Extreme Order Statistics
• On extreme values in stationary sequences
• On the tail behaviour of quantile processes
• Some Limit Theorems for Stationary Processes
• Sur la distribution limite du terme maximum d'une série aléatoire
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• The two-dimensional Poisson process and extremal processes
• Weak and L^p-invariance principles for sums of B-valued random variables
• Weak convergence results for extremal processes generated by dependent random variables
• Weak convergence to extremal processes

Cited in

(3)

• Kac's representation from an asymptotic viewpoint
• Extremes of independent stochastic processes: a point process approach
• Integrated cumulative error (ICE) distance for non-nested mixture model selection: application to extreme values in metal fatigue problems

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