A note on the number of observations near an order statistic

DOI10.1016/J.JSPI.2004.01.018MaRDI QIDQ2485968zbMATH OpenOpenAlexFDO

Authors Narayanaswamy Balakrishnan, A. Stepanov

Publication date 5 August 2005

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

Full work available at URL https://doi.org/10.1016/j.jspi.2004.01.018

zbMATH Keywords

order statistics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Review text

Following work by \textit{A. G. Pakes} and \textit{Y. Li} [see Stat. Probab. Lett. 40, 395--401 (1998; Zbl 0935.60014)], and several others, the authors consider the limiting behaviour as \(n \to \infty\) of the number of observations \(K_{-}\) and \(K_{+}\) between two order statistics in a random sample \(X_{1}, \dots ,X_{n}\) with a continuous distribution: \[ K_{-}(n,k,a)= \# \{j: X_{j} \in (X_{n-k,n} -a, X_{n-k,n})\}, \] and similarly for \(K_{+}\). The limit behaviour is considered both in distribution and with probability one; the joint behaviour of \(K_{-}\) and \(K_{+}\) is also treated. The asymptotic independence of neighbouring spaces is considered as well. Some examples are given. The abstract contains a mistake.

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Cited in

(37)

• The asymptotic distribution of numbers of observations near order statistics
• A note on the paper of Khmaladze et al
• On normal spacings
• 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
• Spacings around an order statistic
• Limit laws for the cumulative number of ties for the maximum in a random sequence
• Asymptotic properties of numbers of near minimum observations under progressive type-II censoring
• Criteria for convergence of the number of near maxima for long tails
• Large deviations for proportions of observations which fall in random sets determined by order statistics
• Characterizations based on the numbers of near-order statistics
• Limit theorems for proportions of observations falling into random regions determined by order statistics
• Numbers of observations near order statistics
• Asymptotic properties of numbers of observations near sample quantiles
• Exceedances of records
• Asymptotic normality of numbers of observations near order statistics from stationary processes
• How Many Observations Fall in a Neighborhood of an Order Statistic?
• Asymptotic behaviour of near-maxima of Gaussian sequences
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• On characterization results based on the number of observations near the \(k\)-records
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• Number of observations near the maximum in an \(F^{\alpha}\)-scheme
• On the asymptotic independence of numbers of observations near order statistics
• On the number and sum of near-record observations
• On asymptotic properties of spacings
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• Asymptotic results for spacings of largest order statistics
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