Strong limit theorems for weighted quantile processes

DOI10.1214/AOP/1176991588MaRDI QIDQ1112439zbMATH OpenOpenAlexFDO

Authors John H. J. Einmahl, David M. Mason

Publication date 1988

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176991588

zbMATH Keywords

Wiener processesrelative compactnessfunctional law of the iterated logarithmBrownian bridgesweighted uniform empirical processesalmost sure behaviour of weighted uniform quantile processesStrong approximationstruncated quantile process

Mathematics Subject Classification ID

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

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Cited in

(26)

• Existence and consistency of the maximum likelihood estimator for the extreme value index
• A functional law of the iterated logarithm for tail quantile processes
• Limit theorems for the negative parts of weighted multivariate empirical processes with application
• A strong invariance theorem of the tail empirical copula processes
• A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance
• Asymptotics of an empirical bridge of regression on induced order statistics
• Bootstrap approximation of tail dependence function
• Limit theorems for a general weighted process under random censoring
• Return level bounds for discrete and continuous random variables
• Strong laws for local quantile processes
• Weighted least squares estimation of the extreme value index
• scientific article; zbMATH DE number 903715 (Why is no real title available?)
• The almost sure behavior of the oscillation modulus of the multivariate empirical process
• Weighted uniform consistency of kernel density estimators.
• Regular variation in Hilbert spaces and principal component analysis for functional extremes
• Nonstandard strong laws for local quantile processes
• On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics
• Tail expectile process and risk assessment
• Tail inverse regression: dimension reduction for prediction of extremes
• Strong laws for quantiles corresponding to moving blocks of random variables
• A functional law of the iterated logarithm for kernel-type estimators of the tail index
• Limit theorems for tail processes with application to intermediate quantile estimation
• The random weighting estimate of quantile process
• Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions
• Approximation of high quantiles from intermediate quantiles
• The a.s. behavior of the weighted empirical process and the LIL for the weighted tail empirical process

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