IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/063e51b0-445d-4764-96a2-4f128bdb3d76.html
   My bibliography  Save this paper

Limit theorems for tail processes with application to intermediate quantile estimation

Author

Listed:
  • Einmahl, J.H.J.

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • Einmahl, J.H.J., 1992. "Limit theorems for tail processes with application to intermediate quantile estimation," Other publications TiSEM 063e51b0-445d-4764-96a2-4, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:063e51b0-445d-4764-96a2-4f128bdb3d76
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/618606/JE31_.PDF
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kulik, Rafal & Soulier, Philippe, 2011. "The tail empirical process for long memory stochastic volatility sequences," Stochastic Processes and their Applications, Elsevier, vol. 121(1), pages 109-134, January.
    2. Einmahl, J.H.J. & de Haan, L.F.M. & Li, D., 2004. "Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition," Other publications TiSEM 0b2c1bfa-d609-494a-8929-8, Tilburg University, School of Economics and Management.
    3. Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," SciencePo Working papers Main hal-01053810, HAL.
    4. Einmahl, J.H.J. & de Haan, L.F.M. & Piterbarg, V.I., 2001. "Nonparametric estimation of the spectral measure of an extreme value distribution," Other publications TiSEM c3485b9b-a0bd-456f-9baa-0, Tilburg University, School of Economics and Management.
    5. Ahmed, Hanan, 2022. "Extreme value statistics using related variables," Other publications TiSEM 246f0f13-701c-4c0d-8e09-e, Tilburg University, School of Economics and Management.
    6. repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m96cphi is not listed on IDEAS
    7. Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
    8. repec:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p2m96cphi is not listed on IDEAS
    9. repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p2m96cphi is not listed on IDEAS
    10. Einmahl, J.H.J. & de Haan, L.F.M. & Li, D., 2006. "Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition," Other publications TiSEM 18b65ac3-ba79-4bff-ad53-2, Tilburg University, School of Economics and Management.
    11. Wang, Xing & Peng, Liang, 2016. "Inference for intermediate Haezendonck–Goovaerts risk measure," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 231-240.
    12. Geluk, J. & de Haan, L. & Resnick, S. & Starica, C., 1997. "Second-order regular variation, convolution and the central limit theorem," Stochastic Processes and their Applications, Elsevier, vol. 69(2), pages 139-159, September.
    13. repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p2m96cphi is not listed on IDEAS

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:063e51b0-445d-4764-96a2-4f128bdb3d76. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.