Approximation to the expectation of a function of order statistics and its applications

DOI10.1007/BF02020483zbMath0877.62014OpenAlexW1983580961MaRDI QIDQ1363014

Shi Hong Cheng

Publication date: 16 December 1997

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02020483

zbMATH Keywords

order statisticsasymptotic normalityuniform distributioncentral limit theoremsextreme value distributionPickands' estimator

Mathematics Subject Classification ID

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

Related Items (1)

The convergence rate for the normal approximation of extreme sums

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Tail estimates motivated by extreme value theory
• On the estimation of the extreme-value index and large quantile estimation
• A moment estimator for the index of an extreme-value distribution
• On asymptotic normality of Hill's estimator for the exponent of regular variation
• Weak and strong representations for trimmed U-statistics
• The asymptotic distribution of trimmed sums
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• The asymptotic distribution of extreme sums
• Statistical inference using extreme order statistics
• A simple general approach to inference about the tail of a distribution
• Asymptotic normality and subsequential limits of trimmed sums
• Asymptotic normality of U-statistics based on trimmed samples
• The central limit problem for trimmed sums

This page was built for publication: Approximation to the expectation of a function of order statistics and its applications