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

DOI10.1016/0304-4149(85)90381-3zbMATH Open0584.62025OpenAlexW2029788753MaRDI QIDQ1069586FDOQ1069586

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)

Cites Work

• Weighted empirical and quantile processes
• A limit theorem for the maximum of normalized sums of independent random variables
• The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals
• The asymptotic distribution of the suprema of the standardized empirical processes
• The asymptotic distribution of weighted empirical distribution functions
• Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
• On the weak convergence of empirical processes in sup-norm metrics
• Some Multivariate Chebyshev Inequalities with Extensions to Continuous Parameter Processes
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Cited In (12)

• Approximations of weighted empirical and quantile processes
• Title not available (Why is that?)
• Estimating L-functionals for heavy-tailed distributions and application
• Choice of smoothing parameter in multivariate copula-based tail coefficients
• On the Vervaat and Vervaat-error processes
• Rényi-type empirical processes
• Poisson and Gaussian approximation of weighted local empirical processes
• Weak limits for exploratory plots in the analysis of extremes
• Limit theorems for tail processes with application to intermediate quantile estimation
• Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval
• Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses
• On the tail behaviour of quantile processes

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