Rate of convergence of intermediate order statistics

被引：4

作者：

Cheng, SH ^{[1
]}

deHaan, L ^{[1
]}

Huang, X ^{[1
]}

机构：

[1] ERASMUS UNIV ROTTERDAM,ROTTERDAM,NETHERLANDS

来源：

JOURNAL OF THEORETICAL PROBABILITY | 1997年 / 10卷 / 01期

关键词：

rate of convergence; intermediate order statistics; uniform metric; total variation metric;

D O I：

10.1023/A:1022613513012

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：

Exact rates are derived for the uniform convergence of the density of intermediate order statistics towards the normal or lognormal density under certain smoothness conditions. Our methods also give the exact rate of convergence in the uniform metric and in the total variation metric.

引用

页码：1 / 23

页数：23

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