Rate of convergence to the normal law of order statistics for nonidentically distributed random variables

DOI10.1007/BF01850675zbMath0557.62017OpenAlexW2016491791WikidataQ114852635 ScholiaQ114852635MaRDI QIDQ761717

Valeriĭ Borisovich Nevzorov

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01850675

zbMATH Keywords

variablesrate of convergenceorder statisticsasymptotic normalityquantilesindependent variablesdifferentiable densitynot identically distributed

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 (2)

On mean estimation for heteroscedastic random variables ⋮ On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema

Cites Work

• Unnamed Item
• Rate of convergence of the joint distribution of order statistics to the normal law
• Large deviations for sample quantities
• Edgeworth expansions for linear combinations of order statistics with smooth weight functions
• A strong law for linear functions of order statistics
• A Berry-Esseen theorem for linear combinations of order statistics
• Error bounds for linear combinations of order statistics
• On the accuracy of the normal approximation for quantiles
• Probabilities of Large Deviations of Sample Quantiles
• Asymptotic Expansion of Quantiles Computed from Mixed Samples ¹
• Large deviation probabilities for order statistics

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