Uniform limit theorems for functions of order statistics

被引：0
|
作者：
Wozabal, Nancy [1 ]
机构：
[1] Univ Vienna, Dept Stat & Decis Support Syst, A-1010 Vienna, Austria
来源：
STATISTICS & PROBABILITY LETTERS | 2009年 / 79卷 / 12期
关键词：
D O I：
10.1016/j.spl.2009.03.007
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We discuss uniform limit theorems for linear combinations of order statistics, when a family of weighting functions (or score functions) is involved. We also show an application of the results to derive asymptotic properties of coherent risk functionals. (C) 2009 Elsevier B.V. All rights reserved.
引用
收藏
页码：1450 / 1455
页数：6
相关论文
共 50 条
  • [1] Limit theorems for ratios of order statistics from uniform distributions
    Xu, Shoufang
    Mei, Changlin
    Miao, Yu
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2019, 2019 (01)
  • [2] Limit theorems for ratios of order statistics from uniform distributions
    Shoufang Xu
    Changlin Mei
    Yu Miao
    Journal of Inequalities and Applications, 2019
  • [3] Some limit theorems for ratios of order statistics from uniform random variables
    Shou-Fang Xu
    Yu Miao
    Journal of Inequalities and Applications, 2017
  • [4] Some limit theorems for ratios of order statistics from uniform random variables
    Xu, Shou-Fang
    Miao, Yu
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2017,
  • [5] LIMIT THEOREMS FOR SUMS OF ORDER STATISTICS
    RAO, BLSP
    ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1976, 33 (04): : 285 - 307
  • [6] LIMIT-THEOREMS ON ORDER-STATISTICS
    TEUGELS, JL
    ANNALS OF PROBABILITY, 1981, 9 (05): : 868 - 880
  • [7] Limit theorems for order statistics from exponentials
    Miao, Yu
    Wang, Rujun
    Adler, Andre
    STATISTICS & PROBABILITY LETTERS, 2016, 110 : 51 - 57
  • [8] STABILITY THEOREMS FOR LIMIT DISTRIBUTIONS OF ORDER-STATISTICS
    GNEDENKO, BV
    THEORY OF PROBABILITY AND ITS APPLICATIONS, 1984, 28 (04) : 844 - 845
  • [9] Uniform estimates for order statistics and Orlicz functions
    Gordon, Yehoram
    Litvak, Alexander E.
    Schuett, Carsten
    Werner, Elisabeth
    POSITIVITY, 2012, 16 (01) : 1 - 28
  • [10] Uniform estimates for order statistics and Orlicz functions
    Yehoram Gordon
    Alexander E. Litvak
    Carsten Schütt
    Elisabeth Werner
    Positivity, 2012, 16 : 1 - 28
12345