When are intermediate processes of the same stochastic order?

DOI10.1016/0167-7152(88)90113-7MaRDI QIDQ1096283zbMATH OpenOpenAlexFDO

Authors Bruce Cooil

Publication date 1988

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(88)90113-7

zbMATH Keywords

differentiable domains of attractionextremal distributionintermediate order statisticsintermediate sequencelargest order statistic

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Review text

Let \(Z_ m^{(n)}\) represent the mth largest order statistic in a random sample of size n. Here we study the process \(Z^{(n)}_{[mt]}\), \(t>0\), where m(n) is an intermediate sequence such that \(m\to \infty\), m/n\(\to 0\) as \(n\to \infty\).

Recommendations

• When is an integral stochastic order generated by a poset?
• Stochastic ordering for continuous-time processes
• Stochastic ordering of random processes with an imbedded point process
• scientific article; zbMATH DE number 4113687
• scientific article; zbMATH DE number 722174
• STOCHASTIC ORDERINGS OF DISCRETE-TIME PROCESSES AND DISCRETE RECORD VALUES
• Intersections of an interval by a process with independent increments

Cites work

• Adaptive estimates of parameters of regular variation
• Best attainable rates of convergence for estimates of parameters of regular variation
• Extremes and related properties of random sequences and processes
• scientific article; zbMATH DE number 3911475 (Why is no real title available?)
• scientific article; zbMATH DE number 3551675 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• scientific article; zbMATH DE number 3025386 (Why is no real title available?)
• Kernel estimates of the tail index of a distribution
• Limiting multivariate distributions of intermediate order statistics
• On domains of uniform local attraction in extreme value theory
• On limiting distributions of intermediate order statistics from stationary sequences
• On location and scale functions of a class of limiting processes with application to extreme value theory
• Statistical inference using extreme order statistics
• Tail estimates motivated by extreme value theory
• The continuous and differentiable domains of attraction of the extreme value distributions

Cited in

(2)

• When does a càdlàg process have continuous sample paths?
• When is an integral stochastic order generated by a poset?

This page was built for publication: When are intermediate processes of the same stochastic order?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1096283)