Conditions for quantile process approximations

DOI10.1080/15326349908807546zbMath0937.60019OpenAlexW2062998801MaRDI QIDQ4248817

Holger Drees, Laurens De Haan

Publication date: 28 May 2000

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349908807546

zbMATH Keywords

approximationextended regular variationquantile processtail quantile processCsörgő-Révész condition\({\mathcal O}\)-regular variationChibisov-O'Reilly function

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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