✦ LIBER ✦

Weak Convergence of the Empirical Mean Excess Process with Application to Estimate the Negative Tail Index

✍ Scribed by Jürg Hüsler; Deyuan Li

Publisher: Springer US
Year: 2008
Tongue: English
Weight: 405 KB
Volume: 10
Category: Article
ISSN: 1387-5841
DOI: 10.1007/s11009-007-9065-z

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On moment inequalities of the supremum o

On moment inequalities of the supremum of empirical processes with applications to kernel estimation

✍ Ibrahim A. Ahmad 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 97 KB

Let X 1 ; : : : ; X n be a random sample from a distribution function F. Let F n (x) = (1=n) n i=1 I (X i 6 x) denote the corresponding empirical distribution function. The empirical process is deÿned by In this note, upper bounds are found for E(D n ) and for E(e tDn ); where D n =sup x D n (x): A

Convergence-rate estimates for superposi

Convergence-rate estimates for superpositions of independent stochastic processes with applications to estimation of the accuracy of approximation of the distributions of continuous-time random walks by fractional stable laws

✍ V. E. Bening; V. Yu. Korolev; S. Koksharov; V. N. Kolokoltsov 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 129 KB