Uniform convergence of sums of order statistics to stable laws (Q1093242)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Uniform convergence of sums of order statistics to stable laws
scientific article

    Statements

    Uniform convergence of sums of order statistics to stable laws (English)
    0 references
    0 references
    1988
    0 references
    Let \(X_ 1,X_ 2,..\). denote an i.i.d. sequence of real valued random variables which ly in the domain of attraction of a stable law Q with index \(0<\alpha <1\). Under a von Mises condition we show that the sum of order statistics \[ a_ n^{-1}(\sum ^{k(n)}_{i=1}X_{i:n}+\sum ^{n}_{i=n+1-r(n)}X_{i:n}) \] converges to Q with respect to the norm of total variation if for instance min(k(n),r(n))\(\to \infty\).
    0 references
    0 references
    0 references
    0 references
    0 references
    domain of attraction of a stable law
    0 references
    von Mises condition
    0 references
    order statistics
    0 references
    0 references