Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Some asymptotic expansions of moments of order statistics

From MaRDI portal
Publication:1248301
Jump to:navigation, search

DOI10.1016/0304-4149(78)90046-7zbMath0381.62040OpenAlexW2013568846MaRDI QIDQ1248301

No author found.

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90046-7



Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)


Related Items (1)

The rate at which a simple market converges to efficiency as the number of traders increases: An asymptotic result for optimal trading mechanisms



Cites Work

  • Unnamed Item
  • Unnamed Item
  • The bivariate orthogonal inverse expansion and the moments of order statistics
  • Order Statistics Estimators of the Location of the Cauchy Distribution
  • THE DISTRIBUTION OF THE RATIO, IN A SINGLE NORMAL SAMPLE, OF RANGE TO STANDARD DEVIATION


This page was built for publication: Some asymptotic expansions of moments of order statistics

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1248301&oldid=13336357"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 31 January 2024, at 08:41.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki