An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles
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Publication:523264
DOI10.1007/s00184-016-0606-8zbMath1396.62092OpenAlexW2560535649WikidataQ59609017 ScholiaQ59609017MaRDI QIDQ523264
Publication date: 20 April 2017
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: http://link.springer.com/10.1007/s00184-016-0606-8
quantilesalmost sure convergencestationary processesconditional quantilesnear order statistic observations
Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10)
Related Items (5)
Almost sure asymptotic properties of central order statistics from stationary processes ⋮ Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics ⋮ On numbers of observations in random regions determined by records ⋮ The long-term behavior of number of near-maximum insurance claims ⋮ IPO estimation of heaviness of the distribution beyond regularly varying tails
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