An invariance principle for linear combinations of order statistics

DOI10.1007/BF00533468zbMATH Open0362.60022OpenAlexW2016612480MaRDI QIDQ4136259FDOQ4136259

Pranab K. Sen

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533468

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30)

Cites Work

• A Note on Quantiles in Large Samples
• Martingale Central Limit Theorems
• Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
• Convergence of Quantile and Spacings Processes with Applications
• Asymptotic Normality of Linear Combinations of Functions of Order Statistics
• Linear Functions of Order Statistics
• Title not available (Why is that?)
• An Invariance Principle for Reversed Martingales
• Title not available (Why is that?)

Cited In (8)

• Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics
• Title not available (Why is that?)
• Asymptotic normality of a variance estimator of a linear combination of a function of order statistics
• Estimating L-functionals for heavy-tailed distributions and application
• Invariance principles for rank discounted partial sums and averages
• The law of the iterated logarithm and central limit theorem for \(L\)-statistics
• Cumulative processes: Linear combinations of order statistics and percentiles
• Invariance principles in mathematical statistics

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