Intermediate- and extreme-sum processes

Sándor Csörgo and David M. Mason

Stochastic Processes and their Applications, 1992, vol. 40, issue 1, 55-67

Abstract: Let X1,n[less-than-or-equals, slant]...[less-than-or-equals, slant]Xn,n be the order statistics of n independent random variables with a common distribution function F and let kn be positive numbers such that kn --> [infinity] and . With suitable centering and norming, we investigate the weak convergence of the intermediate-sum process [summation operator]i=[left ceiling]akn[right ceiling]+1[left ceiling]tkn[right ceiling]Xn+1-i,n, a [less-than-or-equals, slant] t [less-than-or-equals, slant] b, where 0

Keywords: order; statistics; intermediate-sum; processes; extreme-sum; processes; weak; convergence; extreme-value; domain; attraction (search for similar items in EconPapers)
Date: 1992
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