An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles
DOI10.1007/S00184-016-0606-8zbMATH Open1396.62092OpenAlexW2560535649WikidataQ59609017 ScholiaQ59609017MaRDI QIDQ523264FDOQ523264
Authors: A. Dembińska 
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
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quantilesalmost sure convergencestationary processesconditional quantilesnear order statistic observations
Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10)
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Cited In (5)
- Almost sure asymptotic properties of central order statistics from stationary processes
- Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics
- The long-term behavior of number of near-maximum insurance claims
- On numbers of observations in random regions determined by records
- IPO estimation of heaviness of the distribution beyond regularly varying tails
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