Asymptotics of the shorth plot

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

zbMATH Keywords

functional central limit theoremgraphical methodsdistribution diagnosticsprobability mass concentration

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17) Nonparametric inference (62G99) Graphical methods in statistics (62A09)

Related Items (5)

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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