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

almost sure behaviour of weighted uniform quantile processesBrownian bridgesfunctional law of the iterated logarithmrelative compactnessStrong approximationstruncated quantile processweighted uniform empirical processesWiener processes

Mathematics Subject Classification ID

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

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Cited in

(26)

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

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