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
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