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

DOI10.1016/0304-4149(85)90381-3zbMath0584.62025OpenAlexW2029788753MaRDI QIDQ1069586

David M. Mason, Miklós Csörgő

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

approximationsBrownian bridgeasymptotic independenceextreme value distributionweighted 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)

Related Items

On the tail behaviour of quantile processes, Choice of smoothing parameter in multivariate copula-based tail coefficients, Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses, Approximations of weighted empirical and quantile processes, Estimating L-functionals for heavy-tailed distributions and application, Weak limits for exploratory plots in the analysis of extremes, Poisson and Gaussian approximation of weighted local empirical processes

Cites Work

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• The asymptotic distribution of weighted empirical distribution functions
• Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
• Some Multivariate Chebyshev Inequalities with Extensions to Continuous Parameter Processes