On the tail behaviour of quantile processes
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Publication:1092511
DOI10.1016/0304-4149(87)90189-XzbMath0627.60041OpenAlexW2003248252MaRDI QIDQ1092511
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
extreme value theoryquantile functiondomains of attractionlimit theorems for the tail of quantile processes
Order statistics; empirical distribution functions (62G30) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17)
Related Items (5)
Kac's representation from an asymptotic viewpoint ⋮ Extremal point processes and intermediate quantile functions ⋮ Limit theorems for tail processes with application to intermediate quantile estimation ⋮ Approximation of intermediate quantile processes ⋮ On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
Cites Work
- On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
- Strong approximations of the quantile process
- The asymptotic distribution of weighted empirical distribution functions
- Sur la distribution limite du terme maximum d'une série aléatoire
- The Supremum and Infimum of the Poisson Process
- An Abel-Tauber Theorem for Laplace Transforms
- Limit theorems for the ratio of the empirical distribution function to the true distribution function
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