A strong invariance theorem for the tail empirical process
From MaRDI portal
Publication:1114999
zbMath0664.60038MaRDI QIDQ1114999
Publication date: 1988
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1988__24_4_491_0
Wiener processesfunctional law of the iterated logarithmtail quantile processestail empirical processes
Functional limit theorems; invariance principles (60F17) Limit theorems in probability theory (60F99)
Related Items (28)
Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications ⋮ A uniform functional law of the logarithm for the local empirical process. ⋮ Nonstandard local empirical processes indexed by sets ⋮ A law of the iterated logarithm for Grenander's estimator ⋮ On the foundations of multivariate heavy-tail analysis ⋮ Asymptotics of partial sums of linear processes with changing memory parameter ⋮ Strong laws for local quantile processes ⋮ Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series ⋮ Consistency of the Hill Estimator for Time Series Observed with Measurement Errors ⋮ Estimating Long Memory in Panel Random‐Coefficient AR(1) Data ⋮ Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics ⋮ Central limit theorems for local empirical processes near boundaries of sets ⋮ Intermediate- and extreme-sum processes ⋮ Rényi-type empirical processes ⋮ A functional law of the iterated logarithm for tail quantile processes ⋮ Limit theorems for tail processes with application to intermediate quantile estimation ⋮ Nonstandard strong laws for local quantile processes ⋮ Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes ⋮ Some new almost sure results on the functional increments of the uniform empirical process ⋮ On the almost sure topological limits of collections of local empirical processes at many different scales ⋮ Weak convergence of the tail empirical process for dependent sequences ⋮ The central limit theorem for empirical and quantile processes in some Banach spaces ⋮ On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation ⋮ Second-order regular variation, convolution and the central limit theorem ⋮ Poisson and Gaussian approximation of weighted local empirical processes ⋮ Higher order estimation at Lebesgue points ⋮ Tail index estimation for dependent data ⋮ A law of the iterated logarithm for wavelet density estimator
This page was built for publication: A strong invariance theorem for the tail empirical process
