Limit theorems on order statistics
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Publication:1155940
DOI10.1214/aop/1176994314zbMath0467.62046OpenAlexW1981316798MaRDI QIDQ1155940
Publication date: 1981
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994314
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)
Related Items (18)
ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS ⋮ \(K\)-record values and the extreme-value index ⋮ On convergence of empirical point processes ⋮ On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable ⋮ Inference for heavy tailed distributions ⋮ Trimmed stable AR(1) processes ⋮ Random weighting estimation of stable exponent ⋮ Estimating a tail exponent by modelling departure from a Pareto distribution ⋮ The central limit theorem for sums of trimmed variables with heavy tails ⋮ A note on domains of attraction of the limit laws of intermediate order statistics under power normalization ⋮ Ratios of ordered points of point processes with regularly varying intensity measures ⋮ Laws of the iterated logarithm for sums of the middle portion of the sample ⋮ On limit distributions for intermediate order statistics under power normalization ⋮ Tail exponent estimation via broadband log density-quantile regression ⋮ Minimum-Distance Estimator for Stable Exponent ⋮ Prediction of record values ⋮ An Estimator of the Exponent of Regular Variation Based on K-Record Values ⋮ What portion of the sample makes a partial sum asymptotically stable or normal?
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