Some limit behavior for linear combinations of order statistics

Yu Miao; Mengyao Ma

Kybernetika (2021)

  • Volume: 57, Issue: 6, page 970-988
  • ISSN: 0023-5954

Abstract

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In the present paper, we establish the moderate and large deviations for the linear combinations of uniform order statistics. As applications, the moderate and large deviations for the k -th order statistics from uniform distribution, Gini mean difference statistics and the k -th order statistics from general continuous distribution are obtained.

How to cite

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Miao, Yu, and Ma, Mengyao. "Some limit behavior for linear combinations of order statistics." Kybernetika 57.6 (2021): 970-988. <http://eudml.org/doc/298275>.

@article{Miao2021,
abstract = {In the present paper, we establish the moderate and large deviations for the linear combinations of uniform order statistics. As applications, the moderate and large deviations for the $k$-th order statistics from uniform distribution, Gini mean difference statistics and the $k$-th order statistics from general continuous distribution are obtained.},
author = {Miao, Yu, Ma, Mengyao},
journal = {Kybernetika},
keywords = {linear combinations of order statistics; large deviation; moderate deviation; Gini mean difference statistics},
language = {eng},
number = {6},
pages = {970-988},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Some limit behavior for linear combinations of order statistics},
url = {http://eudml.org/doc/298275},
volume = {57},
year = {2021},
}

TY - JOUR
AU - Miao, Yu
AU - Ma, Mengyao
TI - Some limit behavior for linear combinations of order statistics
JO - Kybernetika
PY - 2021
PB - Institute of Information Theory and Automation AS CR
VL - 57
IS - 6
SP - 970
EP - 988
AB - In the present paper, we establish the moderate and large deviations for the linear combinations of uniform order statistics. As applications, the moderate and large deviations for the $k$-th order statistics from uniform distribution, Gini mean difference statistics and the $k$-th order statistics from general continuous distribution are obtained.
LA - eng
KW - linear combinations of order statistics; large deviation; moderate deviation; Gini mean difference statistics
UR - http://eudml.org/doc/298275
ER -

References

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