On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails

DOI10.1016/0304-4149(85)90381-3MaRDI QIDQ1069586zbMATH OpenOpenAlexFDO

Authors David M. Mason, Miklós Csörgo

Publication date 1985

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

Full work available at URL https://doi.org/10.1016/0304-4149(85)90381-3

zbMATH Keywords

asymptotic independenceBrownian bridgeextreme value distributionapproximationsweighted empirical processessequences of Brownian bridgesuniform quantile processesweak invariance theorem

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• scientific article; zbMATH DE number 3951782 (Why is no real title available?)
• scientific article; zbMATH DE number 3490246 (Why is no real title available?)
• scientific article; zbMATH DE number 3291704 (Why is no real title available?)
• scientific article; zbMATH DE number 3305594 (Why is no real title available?)
• A limit theorem for the maximum of normalized sums of independent random variables
• On the weak convergence of empirical processes in sup-norm metrics
• Some Multivariate Chebyshev Inequalities with Extensions to Continuous Parameter Processes
• The asymptotic distribution of the suprema of the standardized empirical processes
• The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals
• The asymptotic distribution of weighted empirical distribution functions
• Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
• Weighted empirical and quantile processes

Cited in

(16)

• Rényi-type empirical processes
• Estimation of the ruin probability in infinite time for heavy right-tailed losses
• On the asymptotic distributions of weighted uniform mulitivariate empirical processes
• Weak limits for exploratory plots in the analysis of extremes
• scientific article; zbMATH DE number 4186869 (Why is no real title available?)
• scientific article; zbMATH DE number 4048767 (Why is no real title available?)
• Poisson and Gaussian approximation of weighted local empirical processes
• Choice of smoothing parameter in multivariate copula-based tail coefficients
• Approximations of weighted empirical and quantile processes
• On the tail behaviour of quantile processes
• Estimating L-functionals for heavy-tailed distributions and application
• scientific article; zbMATH DE number 3951782 (Why is no real title available?)
• Asymptotic tail behavior of uniform multivariate empirical processes
• Limit theorems for tail processes with application to intermediate quantile estimation
• On the Vervaat and Vervaat-error processes
• Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval

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