Limits theorems for tail processes with applications tointermediate quantile estimation

J.H.J. Einmahl

    Research output: Contribution to journalArticleAcademicpeer-review

    16 Citations (Scopus)
    1 Downloads (Pure)

    Abstract

    A description of the weak and strong limiting behaviour of weighted uniform tail empirical and tail quantile processes is given. The results for the tail quantile process are applied to obtain weak and strong functional limit theorems for a weighted non-uniform tail-quantile-type process based on a random sample from a distribution that satisfies the so called von Mises sufficient condition for being in the domain of max-attraction of a Fréchet distribution. The functional central limit theorem thus obtained yields asymptotic confidence bands for intermediate quantiles.
    Original languageEnglish
    Pages (from-to)137-145
    Number of pages9
    JournalJournal of Statistical Planning and Inference
    Volume32
    Issue number1
    DOIs
    Publication statusPublished - 1992

    Fingerprint

    Dive into the research topics of 'Limits theorems for tail processes with applications tointermediate quantile estimation'. Together they form a unique fingerprint.

    Cite this