Limiting multivariate distributions of intermediate order statistics

DOI10.1214/aop/1176993003zbMath0572.62024MaRDI QIDQ1062376

Bruce Cooil

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993003

zbMATH Keywords

Pareto; domain of attraction; asymptotic joint distribution of order statistics; extremal distribution; intermediate sequence

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

62G30: Order statistics; empirical distribution functions

Related Items

On the normal uniform local domain of attraction for intermediate order statistics, On the estimation of the adjustment coefficient in risk theory via intermediate order statistics, On the limiting distribution of studentized intermediate order statistics, Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models, On the asymptotic joint distribution of an unbounded number of sample extremes, When are intermediate processes of the same stochastic order?, Extremal point processes and intermediate quantile functions, On a generalized Pickands estimator of the extreme value index, A limiting multidimensional distribution of intermediate order statistics, Multivariate order statistics: the intermediate case, Approximation of intermediate quantile processes, Kac's representation from an asymptotic viewpoint, Asymptotic distributions of linear combinations of intermediate order statistics