Rate of convergence of intermediate order statistics

DOI10.1023/A:1022613513012MaRDI QIDQ677878zbMATH OpenOpenAlexFDO

Authors Xin Huang, Shihong Cheng, Laurens De Haan, Xin Huang

Publication date 16 April 1997

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022613513012

zbMATH Keywords

central limit theoremconvergence rateextreme value distributionintermediate order statisticlog-normal distributionnormal distributionorder statistics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Review text

Let \(X_1,\dots, X_n\) be an i.i.d. sample and \(X_{1:n}\leq\dots\leq X_{n:n}\) be its order statistic. If \(k=k_n\to\infty\) and \(k/n\to 0\), then \(X_{n-k+1:n}\) is called an intermediate order statistic. Under various conditions, the exact convergence rates are derived for the uniform convergence of the density of the intermediate statistics towards a normal or log-normal density. Some convergence rates in uniform metric and in the total variation metric are also given.

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(10)

• Jackknife method for intermediate quantiles
• Edgeworth expansion of densities of order statistics with fixed rank
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• The convergence rate for the normal approximation of extreme sums
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• scientific article; zbMATH DE number 2104314 (Why is no real title available?)
• Convergence rate of extremes for the general error distribution
• Exponential convergence for the k-th order statistics
• Rate of convergence to the normal law of sums of induced order statistics
• A note on uniform asymptotic normality of intermediate order statistics

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