Limit Theorems on Order Statistics
Teugels, Jozef L.
Ann. Probab., Tome 9 (1981) no. 6, p. 868-880 / Harvested from Project Euclid
Let $F$ belong to the domain of attraction of a stable law with parameters $\alpha$ and $p$. Let $X_1, X_2, \cdots$ be a sample from $F$. Put $|\tilde X_1| \leq |\tilde X_2| \leq \cdots \leq |\tilde X_n|$. We consider the asymptotic properties as $n \rightarrow \infty$ (and $k \rightarrow \infty$) of the ratio of order statistics $(\tilde X_1 + \cdots + \tilde X_{n - k})/|\tilde X_{n - k + 1}|$.
Publié le : 1981-10-14
Classification:  Limit theorems,  order statistics,  regular variation,  stable laws,  extremal laws,  62G30,  60F05
@article{1176994314,
     author = {Teugels, Jozef L.},
     title = {Limit Theorems on Order Statistics},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 868-880},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994314}
}
Teugels, Jozef L. Limit Theorems on Order Statistics. Ann. Probab., Tome 9 (1981) no. 6, pp.  868-880. http://gdmltest.u-ga.fr/item/1176994314/