Approximation of intermediate quantile processes
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Publication:1819813
DOI10.1016/0047-259X(87)90004-2zbMath0614.60030MaRDI QIDQ1819813
Publication date: 1987
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
weak convergence; weighted metrics; intermediate quantile process; strong approximation of quantile processes
62G30: Order statistics; empirical distribution functions
60B10: Convergence of probability measures
60F17: Functional limit theorems; invariance principles
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On the estimation of the adjustment coefficient in risk theory via intermediate order statistics, Extremal point processes and intermediate quantile functions, Limit theorems for tail processes with application to intermediate quantile estimation, Best attainable rates of convergence for estimators of the stable tail dependence function
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