Asymptotic properties of linear functions of order statistics

DOI10.1016/0378-3758(88)90006-7MaRDI QIDQ1107232zbMATH OpenOpenAlexFDO

Authors Cheun-Der Lea, Madan L. Puri

Publication date 1988

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(88)90006-7

zbMATH Keywords

almost sure approximationalmost sure representationarithmetical meanasymptotic normalityinvariance principleiterated logarithm theoremlinear functions of order statisticssmooth functionsWiener process embedding

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Review text

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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Cites work

• A law of the iterated logarithm for functions of order statistics
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• An approximation of partial sums of independent RV's, and the sample DF. II
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• An Estimate Concerning the Kolmogroff Limit Distribution
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• scientific article; zbMATH DE number 3658755 (Why is no real title available?)
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Cited in

(8)

• A note on the asymptotic distribution of the Öztürk test
• scientific article; zbMATH DE number 987382 (Why is no real title available?)
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• Almost sure representations of weightedU-statistics with applications
• scientific article; zbMATH DE number 4128157 (Why is no real title available?)
• Improved bounds for expectations of linear functions of order statistics
• A Strong Law for Linear Functions of Order Statistics
• Asymptotic behaviour of linear combinations of functions of order statistics

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