A functional law of the iterated logarithm for tail quantile processes

DOI10.1016/0378-3758(92)90152-IzbMath0760.60033OpenAlexW2033635661MaRDI QIDQ1200015

Paul Deheuvels

Publication date: 17 January 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90152-i

zbMATH Keywords

order statisticsextreme valuestail behaviourquantile processStrassen type theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (3)

A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator ⋮ Nonstandard strong laws for local quantile processes ⋮ Functional laws of the iterated logarithm for small increments of empirical processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Strong laws for the k-th order statistic when k\(\leq c\,\log _ 2\,n\)
• Strong limit theorems for weighted quantile processes
• A strong invariance theorem for the tail empirical process
• A simple general approach to inference about the tail of a distribution
• Nonstandard functional laws of the iterated logarithm for tail empirical and quantile processes
• A tail empirical process approach to some nonstandard laws of the iterated logarithm
• Almost sure convergence of the Hill estimator

This page was built for publication: A functional law of the iterated logarithm for tail quantile processes