Limiting multivariate distributions of intermediate order statistics

DOI10.1214/aop/1176993003zbMath0572.62024OpenAlexW2086743470MaRDI QIDQ1062376

Bruce Cooil

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993003

zbMATH Keywords

Paretodomain of attractionasymptotic joint distribution of order statisticsextremal distributionintermediate sequence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (13)

On the limiting distribution of studentized intermediate order statistics ⋮ Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models ⋮ On the asymptotic joint distribution of an unbounded number of sample extremes ⋮ When are intermediate processes of the same stochastic order? ⋮ Kac's representation from an asymptotic viewpoint ⋮ Extremal point processes and intermediate quantile functions ⋮ A limiting multidimensional distribution of intermediate order statistics ⋮ Multivariate order statistics: the intermediate case ⋮ On the normal uniform local domain of attraction for intermediate order statistics ⋮ Approximation of intermediate quantile processes ⋮ Asymptotic distributions of linear combinations of intermediate order statistics ⋮ On a generalized Pickands estimator of the extreme value index ⋮ On the estimation of the adjustment coefficient in risk theory via intermediate order statistics

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