Large deviations for proportions of observations which fall in random sets determined by order statistics

DOI10.1007/s11009-012-9290-yzbMath1306.60016OpenAlexW2053952411MaRDI QIDQ2513644

Claudio Macci, Barbara Pacchiarotti, Enkelejd Hashorva

Publication date: 28 January 2015

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-012-9290-y

zbMATH Keywords

relative entropylarge deviationsalmost sure convergenceBernoulli lawnear maximum

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

Related Items (6)

Asymptotic behaviour of proportions of observations in random regions determined by central order statistics from stationary processes ⋮ Large deviations for method-of-quantiles estimators of one-dimensional parameters ⋮ Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics ⋮ On numbers of observations in random regions determined by records ⋮ Asymptotic behaviour of near-maxima of Gaussian sequences ⋮ An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles

Cites Work

• Large deviations for estimators of some threshold parameters
• Asymptotic properties of numbers of observations in random regions determined by central order statistics
• The asymptotic distribution of numbers of observations near order statistics
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Convergence in distribution of quotients of order statistics
• Tail estimation based on numbers of near \(m\)-extremes
• On the number of near-maximum insurance claim under dependence.
• A note on the number of observations near an order statistic
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
• Convex Analysis
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