Uniform limit theorems for functions of order statistics

Nancy Wozabal

Statistics & Probability Letters, 2009, vol. 79, issue 12, 1450-1455

Abstract: We discuss uniform limit theorems for linear combinations of order statistics, when a family of weighting functions (or score functions) is involved. We also show an application of the results to derive asymptotic properties of coherent risk functionals.

Date: 2009
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