Asymptotic distributions οf linear combinations of order statistics

Małgorzata Bogdan

Applicationes Mathematicae (1994)

  • Volume: 22, Issue: 2, page 201-225
  • ISSN: 1233-7234

Abstract

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We study the asymptotic distributions of linear combinations of order statistics (L-statistics) which can be expressed as differentiable statistical functionals and we obtain Berry-Esseen type bounds and the Edgeworth series for the distribution functions of L-statistics. We also analyze certain saddlepoint approximations for the distribution functions of L-statistics.

How to cite

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Bogdan, Małgorzata. "Asymptotic distributions οf linear combinations of order statistics." Applicationes Mathematicae 22.2 (1994): 201-225. <http://eudml.org/doc/219092>.

@article{Bogdan1994,
abstract = {We study the asymptotic distributions of linear combinations of order statistics (L-statistics) which can be expressed as differentiable statistical functionals and we obtain Berry-Esseen type bounds and the Edgeworth series for the distribution functions of L-statistics. We also analyze certain saddlepoint approximations for the distribution functions of L-statistics.},
author = {Bogdan, Małgorzata},
journal = {Applicationes Mathematicae},
keywords = {Berry-Esseen type bounds; saddlepoint method; Edgeworth series; von Mises representation; statistical function; L-statistic; L-statistics; order statistics; Edgeworth expansion; saddlepoint approximations},
language = {eng},
number = {2},
pages = {201-225},
title = {Asymptotic distributions οf linear combinations of order statistics},
url = {http://eudml.org/doc/219092},
volume = {22},
year = {1994},
}

TY - JOUR
AU - Bogdan, Małgorzata
TI - Asymptotic distributions οf linear combinations of order statistics
JO - Applicationes Mathematicae
PY - 1994
VL - 22
IS - 2
SP - 201
EP - 225
AB - We study the asymptotic distributions of linear combinations of order statistics (L-statistics) which can be expressed as differentiable statistical functionals and we obtain Berry-Esseen type bounds and the Edgeworth series for the distribution functions of L-statistics. We also analyze certain saddlepoint approximations for the distribution functions of L-statistics.
LA - eng
KW - Berry-Esseen type bounds; saddlepoint method; Edgeworth series; von Mises representation; statistical function; L-statistic; L-statistics; order statistics; Edgeworth expansion; saddlepoint approximations
UR - http://eudml.org/doc/219092
ER -

References

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