On tail behaviour ofkth upper order statistics under fixed and random sample sizes via tail equivalence

DOI10.1080/02331888.2017.1335316zbMATH Open1390.62080arXiv1512.03186OpenAlexW2963341308MaRDI QIDQ4639155FDOQ4639155

Authors: Sreenivasan Ravi, Mandagere Chandrashekhar Manohar 

Publication date: 3 May 2018

Published in: Statistics (Search for Journal in Brave)

Abstract: For a fixed positive integer $;k,;$ limit laws of linearly normalized $;k$-th upper order statistics are well known. In this article, a comprehensive study of tail behaviours of limit laws of normalized $k$-th upper order statistics under fixed and random sample sizes is carried out using tail equivalence which leads to some interesting tail behaviours of the limit laws. These lead to definitive answers about their max domains of attraction. Stochastic ordering properties of the limit laws are also studied. The results obtained are not dependent on linear norming and apply to power norming also and generalize some results already available in the literature. And the proofs given here are elementary.

Full work available at URL: https://arxiv.org/abs/1512.03186

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zbMATH Keywords

stochastic orderingpartial maximatail equivalencetail behaviourmax domains of attraction\(k\)th extremesburr distribution

Mathematics Subject Classification ID

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

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Cited In (4)

• On the asymptotic behaviour of the joint distribution of the maxima and minima of observations, when the sample size is a random variable
• Properties of the \(k\)th upper order statistics process through an example
• On limit laws of joint distribution of two normalized upper order statistics
• On the asymptotic behaviour of the joint distribution of the maxima and minima of observations, when the sample size is a random variable

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