On variances and covariances of a kind of extreme order statistics

Jinliang Wang, Changshou Deng, Jiangfeng Li and Mingfa Zhou

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 11, 3274-3282

Abstract: For a random sample from a population with a continuous density function over its bounded support, when the sample size turns to infinity, we explore the uniform integrability of normalized extreme order statistics, for which we obtain limit equivalent expressions of variances. Moreover, we prove that the covariance of the minimum and the maximum of the sample can be bounded by two expressions that are same order infinitesimals. Examples with simulated results are provided to demonstrate the application of our theorems.

Date: 2016
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2014.901373 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:11:p:3274-3282

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2014.901373

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().