A Bahadur-Kiefer theorem beyond the largest observation

DOI10.1006/JMVA.1995.1065zbMATH Open0863.62010OpenAlexW2055390094MaRDI QIDQ1907806

John H. J. Einmahl

Publication date: 13 February 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://research.tue.nl/nl/publications/a-bahadurkiefer-theorem-beyond-the-largest-observation(3ad8fcdd-fd6f-43d3-bfe0-ffa2df94b97e).html

zbMATH Keywords

extreme valueslimiting distributionweak limit theoremchi-squareextreme-value indexBahadur-Kiefer theoremtail and quantile estimation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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