Local asymptotic normality of intermediate and central order statistics

DOI10.1080/03610929808832187zbMath0930.62050OpenAlexW1966959066MaRDI QIDQ4214013

Michael Falk

Publication date: 13 February 2000

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832187

zbMATH Keywords

order statisticsasymptotically optimal testsLANgeneralized Pareto distributioncentral sequenceefficient estimator sequences

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Cites Work

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• On testing the extreme value index via the POT-method
• Asymptotically efficient estimation of the index of regular variation
• Asymptotically optimal tests for conditional distributions
• Approximation Theorems of Mathematical Statistics
• Asymptotically Most Powerful Rank-Order Tests
• Statistical models based on counting processes

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