An invariance principle for linear combinations of order statistics

DOI10.1007/BF00533468zbMath0362.60022OpenAlexW2016612480MaRDI QIDQ4136259

Pranab Kumar Sen

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533468

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30) Convergence of probability measures (60B10)

Related Items (8)

Cumulative processes: Linear combinations of order statistics and percentiles ⋮ Invariance principles in mathematical statistics ⋮ Estimating L-functionals for heavy-tailed distributions and application ⋮ Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics ⋮ Unnamed Item ⋮ Invariance principles for rank discounted partial sums and averages ⋮ The law of the iterated logarithm and central limit theorem for \(L\)-statistics ⋮ Asymptotic normality of a variance estimator of a linear combination of a function of order statistics

Cites Work

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• A Note on Quantiles in Large Samples
• Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
• Linear Functions of Order Statistics
• Asymptotic Normality of Linear Combinations of Functions of Order Statistics
• An Invariance Principle for Reversed Martingales
• Martingale Central Limit Theorems
• Convergence of Quantile and Spacings Processes with Applications

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