Recent results of Shorack (Ann. Math. Statist. (1972) 412-427) on the asymptotic normality of functions of order statistics are extended to stationary $\phi$-mixing processes and to a class of strong mixing processes. The results of this paper are based on the weak convergence of empirical processes relative to the metric $d_q$ as developed in Fears and Mehra (Ann. Statist. (1974) 586-596). Some remarks on trimmed and Winsorized means in the strong mixing case are also included.
Publié le : 1975-07-14
Classification:
Mixing processes,
order statistics,
weak convergence,
empirical process,
quantile process,
60F05,
62G30,
62G05
@article{1176343188,
author = {Mehra, K. L. and Rao, M. Sudhakara},
title = {On Functions of Order Statistics for Mixing Processes},
journal = {Ann. Statist.},
volume = {3},
number = {1},
year = {1975},
pages = { 874-883},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343188}
}
Mehra, K. L.; Rao, M. Sudhakara. On Functions of Order Statistics for Mixing Processes. Ann. Statist., Tome 3 (1975) no. 1, pp. 874-883. http://gdmltest.u-ga.fr/item/1176343188/