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2003•Wiley series in probability and statisticsRequires access

Asymptotic Results for Functions of Order Statistics

H. A. David, Haikady Navada Nagaraja

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Abstract

Introduction Asymptotic Distribution of the Range, Midrange, and Spacings Limit Distribution of the Trimmed Mean Asymptotic Normality of Linear Functions of Order Statistics Optimal Asymptotic Estimation by Order Statistics Estimators of Tail Index and Extreme Quantiles Asymptotic Theory of Concomitants of Order Statistics Exercises

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Introduction Asymptotic Distribution of the Range, Midrange, and Spacings Limit Distribution of the Trimmed Mean Asymptotic Normality of Linear Functions of Order Statistics Optimal Asymptotic Estimation by Order Statistics Estimators of Tail Index and Extreme Quantiles Asymptotic Theory of Concomitants of Order Statistics Exercises

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Available abstract

Introduction Asymptotic Distribution of the Range, Midrange, and Spacings Limit Distribution of the Trimmed Mean Asymptotic Normality of Linear Functions of Order Statistics Optimal Asymptotic Estimation by Order Statistics Estimators of Tail Index and Extreme Quantiles Asymptotic Theory of Concomitants of Order Statistics Exercises

Key concepts: Order statistic, Asymptotic distribution, Asymptotic analysis, Mathematics, Quantile, Estimator, Statistics, Range (aeronautics)

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