Limit theorems on order statistics

DOI10.1214/AOP/1176994314MaRDI QIDQ1155940zbMATH OpenOpenAlexFDO

Authors J. L. Teugels

Publication date 1981

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

Full work available at URL https://doi.org/10.1214/aop/1176994314

zbMATH Keywords

regular variationorder statisticsstable lawsextremal laws

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Cited in

(18)

• Trimmed stable AR(1) processes
• On convergence of empirical point processes
• The central limit theorem for sums of trimmed variables with heavy tails
• Random weighting estimation of stable exponent
• On limit distributions for intermediate order statistics under power normalization
• What portion of the sample makes a partial sum asymptotically stable or normal?
• K-record values and the extreme-value index
• Ratios of ordered points of point processes with regularly varying intensity measures
• Laws of the iterated logarithm for sums of the middle portion of the sample
• Estimating a tail exponent by modelling departure from a Pareto distribution
• Minimum-Distance Estimator for Stable Exponent
• Inference for heavy tailed distributions
• Asymptotic behavior of trimmed sums
• An Estimator of the Exponent of Regular Variation Based on K-Record Values
• Prediction of record values
• A note on domains of attraction of the limit laws of intermediate order statistics under power normalization
• Tail exponent estimation via broadband log density-quantile regression
• On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable

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