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Strong limit theorems for weighted quantile processes

Author

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  • Einmahl, J. H.

    (Tilburg University, School of Economics and Management)

  • Mason, D. M.

Abstract

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Suggested Citation

  • Einmahl, J. H. & Mason, D. M., 1988. "Strong limit theorems for weighted quantile processes," Other publications TiSEM 4bbe972d-b641-42a4-b2b8-0, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:4bbe972d-b641-42a4-b2b8-06096c85e85f
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    Cited by:

    1. Leclerc J., 2000. "Strong Limiting Behavior Of Two Estimates Of The Mode : The Shorth And The Naive Estimator," Statistics & Risk Modeling, De Gruyter, vol. 18(4), pages 413-428, April.
    2. Zhou, Chen, 2009. "Existence and consistency of the maximum likelihood estimator for the extreme value index," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 794-815, April.
    3. Fabian Dunker & Stephan Klasen & Tatyana Krivobokova, 2017. "Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions," Papers 1710.09009, arXiv.org.
    4. Abdelhakim Necir, 2006. "A Nonparametric Sequential Test with Power 1 for the Mean of Lévy-stable Laws with Infinite Variance," Methodology and Computing in Applied Probability, Springer, vol. 8(3), pages 321-343, September.
    5. de Valk, Cees, 2016. "A large deviations approach to the statistics of extreme events," Other publications TiSEM 117b3ba0-0e40-4277-b25e-d, Tilburg University, School of Economics and Management.
    6. Hüsler, Jürg & Li, Deyuan & Müller, Samuel, 2006. "Weighted least squares estimation of the extreme value index," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 920-930, May.

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