Boundary crossing random variables related to quantile convergence

DOI10.1016/0167-7152(87)90084-8zbMath0634.60027OpenAlexW2051713153MaRDI QIDQ1096960

Ralph P. Russo, Chern-Ching Chao

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90084-8

zbMATH Keywords

sample quantilesboundary crossingsAndersen-Jessen theoremconvergence theory for martingaleslaw of the iterated logarithm for quantilesvector-valued stochastic processes induced by finitely additive set functions

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17)

Related Items (1)

On boundary crossings of the sample \(p\)th quantile

Cites Work

• Unnamed Item
• On sample quantiles from a regularly varying distribution function
• Some limit results for lag sums of independent, non-i.i.d., random variables
• On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm

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