The a.s. behavior of the weighted empirical process and the LIL for the weighted tail empirical process

DOI10.1214/aop/1176989800zbMath0754.60028OpenAlexW2019457448MaRDI QIDQ1196932

John H. J. Einmahl

Publication date: 16 January 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989800

zbMATH Keywords

weight functionlaw of the iterated logarithmempirical processasymptotic confidence bands for intermediate quantiles

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items (8)

Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications ⋮ Central limit theorems for local empirical processes near boundaries of sets ⋮ Limit theorems for tail processes with application to intermediate quantile estimation ⋮ Some new almost sure results on the functional increments of the uniform empirical process ⋮ Extreme dependence of multivariate catastrophic losses ⋮ Improved estimation of the extreme value index using related variables ⋮ Functional limit laws for local empirical processes in a spatial setting ⋮ Poisson and Gaussian approximation of weighted local empirical processes

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