Pages that link to "Item:Q1114999"
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The following pages link to A strong invariance theorem for the tail empirical process (Q1114999):
Displaying 31 items.
- A law of the iterated logarithm for Grenander's estimator (Q335664) (← links)
- Central limit theorems for local empirical processes near boundaries of sets (Q453287) (← links)
- Some new almost sure results on the functional increments of the uniform empirical process (Q550137) (← links)
- Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics (Q916244) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Higher order estimation at Lebesgue points (Q1029644) (← links)
- Intermediate- and extreme-sum processes (Q1185784) (← links)
- Rényi-type empirical processes (Q1192007) (← links)
- A functional law of the iterated logarithm for tail quantile processes (Q1200015) (← links)
- Limit theorems for tail processes with application to intermediate quantile estimation (Q1200019) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- Poisson and Gaussian approximation of weighted local empirical processes (Q1275952) (← links)
- Tail index estimation for dependent data (Q1296719) (← links)
- Strong laws for local quantile processes (Q1381576) (← links)
- The central limit theorem for empirical and quantile processes in some Banach spaces (Q1802316) (← links)
- A law of the iterated logarithm for wavelet density estimator (Q1852835) (← links)
- Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications (Q1872154) (← links)
- A uniform functional law of the logarithm for the local empirical process. (Q1879830) (← links)
- Nonstandard local empirical processes indexed by sets (Q1890870) (← links)
- Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
- Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes (Q2485838) (← links)
- Asymptotic tail behavior of uniform multivariate empirical processes (Q2639402) (← links)
- (Q3806478) (← links)
- On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
- Consistency of the Hill Estimator for Time Series Observed with Measurement Errors (Q5111854) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- (Q5444361) (← links)
- Nonstandard strong laws for local quantile processes (Q5928934) (← links)
- On the almost sure topological limits of collections of local empirical processes at many different scales (Q5965367) (← links)
- Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)