Limiting Multivariate Distributions of Intermediate Order Statistics
Cooil, Bruce
Ann. Probab., Tome 13 (1985) no. 4, p. 469-477 / Harvested from Project Euclid
Let $Z^{(n)}_m$ represent the $m$th largest order statistic in a random sample of size $n$ from a distribution $F$. If $m = m(n)$ is an intermediate sequence such that $m \rightarrow \infty$ and $m/n \rightarrow 0$ as $n \rightarrow \infty$, the intermediate order statistics of the form $Z^{(n)}_{\lbrack mt_1\rbrack}, \cdots, Z^{(n)}_{\lbrack mt_k\rbrack}$, for $0 < t_1 < \cdots < t_k$, can be used jointly for making statistical inferences about the upper tail of $F$. We find the asymptotic joint distribution of order statistics of this form, for various types of underlying distributions $F$, by determining the limit (weak convergence) of a stochastic process of the form $(Z^{(n)}_{\lbrack mt\rbrack} - \beta^{(n)}_{mt})/\alpha^{(n)}_{mt}, t > 0$, for appropriate normalizing functions $\alpha^{(n)}_{mt}, > 0, \beta^{(n)}_{mt}$.
Publié le : 1985-05-14
Classification:  Intermediate order statistics,  domain of attraction,  extremal distribution,  Pareto,  60F05,  62H05,  60J65
@article{1176993003,
     author = {Cooil, Bruce},
     title = {Limiting Multivariate Distributions of Intermediate Order Statistics},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 469-477},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993003}
}
Cooil, Bruce. Limiting Multivariate Distributions of Intermediate Order Statistics. Ann. Probab., Tome 13 (1985) no. 4, pp.  469-477. http://gdmltest.u-ga.fr/item/1176993003/