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On sample quantiles from a regularly varying distribution function

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Publication:1221458
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DOI10.1214/aos/1176342769zbMath0315.62021OpenAlexW2003425302WikidataQ100990334 ScholiaQ100990334MaRDI QIDQ1221458

Laurens De Haan

Publication date: 1974

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342769


Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Limit theorems in probability theory (60F99)


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Boundary crossing random variables related to quantile convergence, Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure, On Bahadur's representation of sample quantiles, On boundary crossings of the sample \(p\)th quantile, On bahadur's representation of quantiles in nonregular cases, Asymptotic representations for quantiles of pooled samples



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