Extreme value limit laws in the nonidentically distributed case

DOI10.1007/BF02769458MaRDI QIDQ578786zbMATH OpenWikidataFDO

Authors David Mejzler

Publication date 1987

Published in Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02769458

zbMATH Keywords

characterization of the class of all possible limiting distributionsextreme value theoryindependent, non-identically distributed random variablesintermediate order statistics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Review text

Let \(X_ 1,X_ 2,..\). be independent, not necessarily identically distributed random variables with distribution functions \(F_ 1,F_ 2,... \), and for each integer \(n\geq 1\) let \(X_{1,n}\leq...\leq X_{n,n}\) denote the order statistics based on \(X_ 1,...,X_ n.\) The asymptotic distributional behavior of the intermediate order statistics \(X_{k,n}\), where \(k=k(n)\), k/n\(\to 1\) and n-k\(\to \infty\), is studied. Under appropriate assumptions on the normalizing and centering constants \(a_ n>0\) and \(b_ n\) and the sequences k(n) and \(F_ n\) a characterization of the class of all possible limiting distributions of \((X_{k,n}-b_ n)/a_ n\) is obtained.

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Cites work

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(13)

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• The limit behaviour of the maximum of random variables with applications to outlier-resistance
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• On the asymptotic distribution of intermediate order statistics
• A general framework for extending means to higher orders
• scientific article; zbMATH DE number 4007453 (Why is no real title available?)
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• A clustering law for some discrete order statistics
• Lois limites pour les statistiques d'ordre dans le cas non identiquement distribue
• Limit theorems for bivariate extremes of non-identically distributed random variables
• scientific article; zbMATH DE number 3892384 (Why is no real title available?)
• scientific article; zbMATH DE number 2187772 (Why is no real title available?)

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