Asymptotics of the shorth plot
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Publication:988931
DOI10.1016/J.JSPI.2010.03.041zbMath1203.62093OpenAlexW2043634784MaRDI QIDQ988931
Maria Gantner, Günther Sawitzki, John H. J. Einmahl
Publication date: 19 August 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.03.041
functional central limit theoremgraphical methodsdistribution diagnosticsprobability mass concentration
Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17) Nonparametric inference (62G99) Graphical methods in statistics (62A09)
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Measuring and comparing risks of different types ⋮ CHANGE POINT TESTS FOR THE TAIL INDEX OFβ-MIXING RANDOM VARIABLES ⋮ Asymptotics of the shorth plot ⋮ Sequential monitoring of the tail behavior of dependent data ⋮ Empirical tail copulas for functional data
Cites Work
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- Asymptotics of the shorth plot
- The length of the shorth
- Generalized quantile processes
- Strong approximations of the quantile process
- Excess Mass Estimates and Tests for Multimodality
- Functional central limit theorems for processes with positive drift and their inverses
- Robust Estimates of Location: Survey and Advances
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