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

页码：1450 / 1455

页数：6

共 50 条

[31] SOME LIMIT THEOREMS IN STATISTICS - BAHADUR,RR
GOEL, PK
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (345) : 280 - 281
[32] UNIFORM LIMIT THEOREMS FOR WAVELET DENSITY ESTIMATORS
Gine, Evarist
Nickl, Richard
ANNALS OF PROBABILITY, 2009, 37 (04): : 1605 - 1646
[33] MARTINGALE LIMIT-THEOREMS FOR DIVISIBLE STATISTICS
KHMALADZE, EV
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1984, 28 (03) : 530 - 548
[34] LIMIT-THEOREMS FOR A CLASS OF SEPARABLE STATISTICS
KUDLAEV, EM
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1986, 30 (01) : 187 - 192
[35] Moments of permutation statistics and central limit theorems
Dimitrov, Stoyan
Khare, Niraj
ADVANCES IN APPLIED MATHEMATICS, 2024, 155
[36] Uniform central limit theorems for the Grenander estimator
Soehl, Jakob
ELECTRONIC JOURNAL OF STATISTICS, 2015, 9 (01): : 1404 - 1423
[37] MOMENTS OF UNIFORM ORDER STATISTICS
WHITE, JS
ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (05): : 1609 - &
[38] Central limit theorems for local network statistics
Maugis, P. A.
BIOMETRIKA, 2024, 111 (03) : 743 - 754
[39] Limit Theorems for Statistics with Random Sample Sizes
Grigoryeva, M. E.
Korolev, Victor Yu.
Zeifman, Alexander I.
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), 2015, 1648
[40] On fractional uniform order statistics
Jones, MC
STATISTICS & PROBABILITY LETTERS, 2002, 58 (01) : 93 - 96

← 1 2 3 4 5 →