An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles

DOI10.1007/S00184-016-0606-8MaRDI QIDQ523264zbMATH OpenOpenAlexWikidataFDO

Publication date 20 April 2017

Published in Metrika (Search for Journal in Brave)

Full work available at URL http://link.springer.com/10.1007/s00184-016-0606-8

quantiles almost sure convergence stationary processes conditional quantiles near order statistic observations

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10)

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Cites work

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Cited in

(5)

IPO estimation of heaviness of the distribution beyond regularly varying tails
Almost sure asymptotic properties of central order statistics from stationary processes
The long-term behavior of number of near-maximum insurance claims
Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics
On numbers of observations in random regions determined by records

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