Pages that link to "Item:Q1112439"

The following pages link to Strong limit theorems for weighted quantile processes (Q1112439):

Displaying 27 items.

• Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
• Return level bounds for discrete and continuous random variables (Q619125) (← links)
• Weak convergence of sequences of first passage processes and applications (Q678383) (← links)
• The random weighting estimate of quantile process (Q707343) (← links)
• Asymptotics of an empirical bridge of regression on induced order statistics (Q779157) (← links)
• A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (Q861528) (← links)
• Bootstrap approximation of tail dependence function (Q943615) (← links)
• Existence and consistency of the maximum likelihood estimator for the extreme value index (Q1002359) (← links)
• On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics (Q1094021) (← links)
• Strong laws for quantiles corresponding to moving blocks of random variables (Q1098153) (← links)
• The almost sure behavior of the oscillation modulus of the multivariate empirical process (Q1102664) (← links)
• The a.s. behavior of the weighted empirical process and the LIL for the weighted tail empirical process (Q1196932) (← 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)
• Limit theorems for the negative parts of weighted multivariate empirical processes with application (Q1263864) (← links)
• Strong laws for local quantile processes (Q1381576) (← links)
• Weighted uniform consistency of kernel density estimators. (Q1889792) (← links)
• Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions (Q2008615) (← links)
• Tail expectile process and risk assessment (Q2278671) (← links)
• Weighted least squares estimation of the extreme value index (Q2493855) (← links)
• A functional law of the iterated logarithm for kernel-type estimators of the tail index (Q2581648) (← links)
• Limit theorems for a general weighted process under random censoring (Q4018595) (← links)
• (Q4885329) (← links)
• A Strong Invariance Theorem of the Tail Empirical Copula Processes (Q5299057) (← links)
• Nonstandard strong laws for local quantile processes (Q5928934) (← links)
• Tail inverse regression: dimension reduction for prediction of extremes (Q6137714) (← links)
• Regular variation in Hilbert spaces and principal component analysis for functional extremes (Q6570492) (← links)