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

DOI10.1214/AOP/1176989800MaRDI QIDQ1196932zbMATH OpenOpenAlexFDO

Authors 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

asymptotic confidence bands for intermediate quantilesempirical processlaw of the iterated logarithmweight function

Mathematics Subject Classification ID

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

Recommendations

• Strong limit theorems for weighted quantile processes
• Rényi-type empirical processes
• scientific article; zbMATH DE number 4153580
• Note on the tail behavior of general weighted empirical processes
• Nonstandard functional laws of the iterated logarithm for tail empirical and quantile processes

Cited in

(13)

• Strong limit theorems for weighted quantile processes
• Rényi-type empirical processes
• Limit theorems for tail processes with application to intermediate quantile estimation
• Poisson and Gaussian approximation of weighted local empirical processes
• Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications
• Note on the tail behavior of general weighted empirical processes
• Improved estimation of the extreme value index using related variables
• Functional limit laws for local empirical processes in a spatial setting
• Central limit theorems for local empirical processes near boundaries of sets
• Extreme dependence of multivariate catastrophic losses
• Some new almost sure results on the functional increments of the uniform empirical process
• A Donsker and Glivenko-Cantelli theorem for random measures linked to extreme value theory
• Weak signals and heavy tails: learning theory meets extreme value analysis

This page was built for publication: The a.s. behavior of the weighted empirical process and the LIL for the weighted tail empirical process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1196932)