On the tail behaviour of quantile processes

DOI10.1016/0304-4149(87)90189-XMaRDI QIDQ1092511zbMATH OpenOpenAlexFDO

Authors Lajos Horváth

Publication date 1987

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(87)90189-x

zbMATH Keywords

extreme value theoryquantile functiondomains of attractionlimit theorems for the tail of quantile processes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17) Sample path properties (60G17)

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Cites work

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• An Abel-Tauber Theorem for Laplace Transforms
• Limit theorems for the ratio of the empirical distribution function to the true distribution function
• On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
• Strong approximations of the quantile process
• Sur la distribution limite du terme maximum d'une série aléatoire
• The Supremum and Infimum of the Poisson Process
• The asymptotic distribution of weighted empirical distribution functions

Cited in

(12)

• Approximation of intermediate quantile processes
• Kac's representation from an asymptotic viewpoint
• On quantile processes for m-dependent Rv's
• On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
• A pure-tail ordering based on the ratio of the quantile functions
• Extremal point processes and intermediate quantile functions
• Compound Poisson approximation for extremes of moving minima in arrays of independent random variables
• Tail processes and tail measures: an approach via Palm calculus
• Limit theorems for tail processes with application to intermediate quantile estimation
• Sample quantiles of heavy tailed stochastic processes
• Generalized quantile processes
• Estimates for order statistics in terms of quantiles

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