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Asymptotic properties of linear functions of order statistics
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    Asymptotic properties of linear functions of order statistics (English)
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    1988
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    Let \(X_{r:n}\) be the r-th order statistic of a sample of size n. Let \(T_ n\) be the arithmetical mean of \(J(r/(n+1))h(X_{r:n})\), where both J(.) and h(.) are some smooth functions (specified in the paper). The authors establish an almost sure approximation to \(T_ n\), from which asymptotic normality and an iterated logarithm theorem are deduced.
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    linear functions of order statistics
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    almost sure representation
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    Wiener process embedding
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    invariance principle
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    arithmetical mean
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    smooth functions
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    almost sure approximation
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    asymptotic normality
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    iterated logarithm theorem
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