Asymptotic normality of a variance estimator of a linear combination of a function of order statistics

DOI10.1007/BF00533640zbMath0402.60021OpenAlexW2054644761MaRDI QIDQ4187065

Pranab Kumar Sen, Joseph C. Gardiner

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1007/bf00533640

zbMATH Keywords

Stopping TimeWiener ProcessAsymptotic VarianceAsymptotic NormalityEmpirical DistributionAlmost ConvergenceLinear Combination of Order StatisticsQuantile Process

Mathematics Subject Classification ID

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

Related Items (2)

Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics ⋮ Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics

Cites Work

• A Glivenko-Cantelli theorem and strong laws of large numbers for functions of order statistics
• Linear functions of order statistics with smooth weight functions
• An invariance principle for linear combinations of order statistics
• Asymptotic nnormality of a class of time-sequential statistics and applications
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• Linear Functions of Order Statistics
• Asymptotic Normality of Linear Combinations of Functions of Order Statistics
• An Elementary Proof of Asymptotic Normality of Linear Functions of Order Statistics
• Functions of Order Statistics

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