Approximation of intermediate quantile processes

DOI10.1016/0047-259X(87)90004-2zbMath0614.60030OpenAlexW2157127607MaRDI QIDQ1819813

Lajos Horváth, Miklós Csörgő

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(87)90004-2

zbMATH Keywords

weak convergenceweighted metricsintermediate quantile processstrong approximation of quantile processes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Related Items

Extremal point processes and intermediate quantile functions, Best attainable rates of convergence for estimators of the stable tail dependence function, Limit theorems for tail processes with application to intermediate quantile estimation, Tail expectile process and risk assessment, Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes, On the estimation of the adjustment coefficient in risk theory via intermediate order statistics

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