Asymptotic distributions of multivariate intermediate order statistics

被引:3
|
作者
Cheng, S
De Haan, L
Yang, Y
机构
[1] Peking Univ, Beijing 100871, Peoples R China
[2] Erasmus Univ, Rotterdam, Netherlands
关键词
multivariate intermediate order statistics; asymptotic distributions;
D O I
10.1137/S0040585X97975733
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
Let {X-n = (X-n((1)),...,X-n((d))), n greater than or equal to 1} be independent identically distributed random vectors with a common nondegenerate distribution function and for each n greater than or equal to 1 and each k = 1,...,d, denote X-1;n((k)) less than or equal to...less than or equal to X-n;n((k)) as the order statistics of X-1((k)),...,X-n((k)). Suppose that ranges r(n) = (r(n)((1)),...,r(n)((d))) satisfy r(n)((k)) --> infinity nondecreasingly, r(n)((k))/n --> 0 and r(n)((k))/Sigma(l=1)(d)r(n)((l)) --> m((k)) > 0 for each k = 1,...,d and let X-rn;n = (X-rn(1;n)((1)),...,X-rn(d;n)((d))). This paper is to find out the class of limiting distributions of {X-rn;n} after suitable normalizing and centering, and give necessary and sufficient conditions of weak convergence.
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页码:646 / 656
页数:11
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