The uniform asymptotics on the sample quantile process
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Publication:3365732
zbMATH Open1081.60513MaRDI QIDQ3365732FDOQ3365732
Authors: Jongsig Bae, Sungyeun Kim
Publication date: 23 January 2006
Recommendations
- THE UNIFORM CONSISTENCY OF THE SAMPLE KERNEL QUANTILE PROCESS
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- Nonstandard strong laws for local quantile processes
Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Cited In (5)
- THE UNIFORM CONSISTENCY OF THE SAMPLE KERNEL QUANTILE PROCESS
- A Sample-Path Condition for the Asymptotic Uniform Distribution of Clearing Processes
- Title not available (Why is that?)
- Sample quantiles of heavy tailed stochastic processes
- Uniform asymptotic joint normality of a set of increasing number of sample quantiles
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