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Theory of Probability and Mathematical Statistics
On the joint limiting distribution of central and intermediate order statistics
V. I. Pagurovaa, N. S. Chizikovab a Lomonosov Moscow State University, Moscow
b Moscow Pedagogical University, Moscow
Abstract:
We consider the joint asymptotic distribution of central and intermediate order statistics when a sample size tends to infinity. Asymptotic representations for expectations and covariances are given.
Keywords:
central order statistics, intermediate order statistics, multivariate Gaussian distribution, weak convergence.
Received: 12.12.2017 Revised: 09.01.2018
Citation:
V. I. Pagurova, N. S. Chizikova, “On the joint limiting distribution of central and intermediate order statistics”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2018, no. 2, 75–83
Linking options:
https://www.mathnet.ru/eng/vtpmk491 https://www.mathnet.ru/eng/vtpmk/y2018/i2/p75
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