On the tail behaviour of quantile processes

DOI10.1016/0304-4149(87)90189-XzbMath0627.60041OpenAlexW2003248252MaRDI QIDQ1092511

Lajos Horváth

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90189-x

zbMATH Keywords

extreme value theoryquantile functiondomains of attractionlimit theorems for the tail of quantile processes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Kac's representation from an asymptotic viewpoint ⋮ Extremal point processes and intermediate quantile functions ⋮ Limit theorems for tail processes with application to intermediate quantile estimation ⋮ Approximation of intermediate quantile processes ⋮ On the estimation of the adjustment coefficient in risk theory via intermediate order statistics

Cites Work

• On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
• Strong approximations of the quantile process
• The asymptotic distribution of weighted empirical distribution functions
• Sur la distribution limite du terme maximum d'une série aléatoire
• The Supremum and Infimum of the Poisson Process
• An Abel-Tauber Theorem for Laplace Transforms
• Limit theorems for the ratio of the empirical distribution function to the true distribution function
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