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Poisson approximation of intermediate empirical processes

Part of: Stochastic processes

Published online by Cambridge University Press:  14 July 2016

E. Kaufmann  and
R.-D. Reiss
E. Kaufmann*
Affiliation:
University of Siegen
R.-D. Reiss
Affiliation:
University of Siegen
*
∗ Postal address for both authors: FB 6, Uni-Gh Siegen, Hölderlinstr. 3, 5900 Siegen, Germany.
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Abstract

We investigate the asymptotic behaviour of empirical processes truncated outside an interval about the (1 – s(n)/n)-quantile where s(n) → ∞ and s(n)/n → 0 as the sample size n tends to ∞. It is shown that extreme value (Poisson) processes and, alternatively, the homogeneous Poisson process may serve as approximations if certain von Mises conditions hold.

Keywords

POISSON PROCESSESVARIATIONAL AND HELLINGER DISTANCE

MSC classification

Primary: 60G70: Extreme value theory; extremal processes
Secondary: 60G55: Point processes
Type
Research Papers
Information
Journal of Applied Probability , Volume 29 , Issue 4 , December 1992 , pp. 825 - 837
Copyright
Copyright © Applied Probability Trust 1992 

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Footnotes

Work partially supported by Deutsche Forschungsgemeinschaft.

References

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