On sample quantiles from a regularly varying distribution function

DOI10.1214/AOS/1176342769MaRDI QIDQ1221458zbMATH OpenOpenAlexWikidataFDO

Authors Laurens De Haan

Publication date 1974

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176342769

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Limit theorems in probability theory (60F99)

Cited in

(6)

• On Bahadur's representation of sample quantiles
• Boundary crossing random variables related to quantile convergence
• On boundary crossings of the sample \(p\)th quantile
• On bahadur's representation of quantiles in nonregular cases
• Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure
• Asymptotic representations for quantiles of pooled samples

This page was built for publication: On sample quantiles from a regularly varying distribution function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1221458)