How Many Observations Fall in a Neighborhood of an Order Statistic?

DOI10.1080/03610920601041523MaRDI QIDQ3593509zbMATH OpenOpenAlexFDO

Authors A. Dembińska, Jacek Wesołowski, A. Stepanov

Publication date 23 July 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920601041523

zbMATH Keywords

limit theoremsnear order statistics observationsorder statisticsPoisson distributionsswept discrete distributions

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Recommendations

• Numbers of observations near order statistics
• The asymptotic distribution of numbers of observations near order statistics
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• On numbers of observations near randomly indexed order statistics
• On the asymptotic independence of numbers of observations near order statistics

Cites work

• A necessary and sufficient condition for the existence of the limiting probability of a tie for first place
• A note on the number of maxima in a discrete sample
• A note on the number of observations near an order statistic
• A note on the number of records near the maximum
• A note on the paper of Khmaladze et al
• Asymptotic behaviour of a number of repeated records
• scientific article; zbMATH DE number 627762 (Why is no real title available?)
• Limit laws for the number of near maxima via the Poisson approximation
• Limit theorems for the number and sum of near-maxima for medium tails.
• On the algebra of queues
• On the number of maxima in a discrete sample
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
• Order Statistics
• Some issues in stochastic curtailing
• The asymptotic probability of a tie for first place
• The limit behavior of maxima modulo one and the number of maxima
• The number and sum of near-maxima for thin-tailed populations

Cited in

(24)

• The asymptotic distribution of numbers of observations near order statistics
• Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics
• Characterization and goodness-of-fit test of Pareto and some related distributions based on near-order statistics
• On numbers of observations near randomly indexed order statistics
• The long-term behavior of number of near-maximum insurance claims
• Limit results for concomitants of order statistics
• Spacings around an order statistic
• Asymptotic properties of numbers of near minimum observations under progressive type-II censoring
• Asymptotic properties of the ratio of order statistics
• A note on the number of observations near an order statistic
• Characterizations based on the numbers of near-order statistics
• Limit theorems for proportions of observations falling into random regions determined by order statistics
• Asymptotic properties of numbers of observations near sample quantiles
• Asymptotic normality of numbers of observations near order statistics from stationary processes
• Asymptotic behaviour of near-maxima of Gaussian sequences
• On numbers of observations in random regions determined by records
• An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles
• Asymptotic behaviour of proportions of observations in random regions determined by central order statistics from stationary processes
• On the asymptotic independence of numbers of observations near order statistics
• Limit theorems for runs based on `small spacings'
• On the asymptotics of numbers of observations in random regions determined by order statistics
• Asymptotic properties of numbers of observations in random regions determined by central order statistics
• Asymptotic results for spacings of largest order statistics
• Numbers of near-maxima for the bivariate case

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