Bahadur--Kiefer representation properties of intermediate order statistics

Kamal C. Chanda

Statistics & Probability Letters, 1992, vol. 14, issue 3, 175-178

Abstract: Let X1,...,Xn be a random sample from a distribution function (d.f.) F. Let Vn = Xkn:n be the intermediate knth order statistic for the random sample with kn-->[infinity], but kn/n --> 0 as n --> [infinity]. A Bahadur--Kiefer type representation for Vn is established under some regularity conditions on F and on the assumption that kn [greater-or-equal, slanted] n[alpha] for all sufficiently large n and for some [alpha] [epsilon] (0, 1).

Keywords: Intermediate; order; statistics; Bahadur-type; representation (search for similar items in EconPapers)
Date: 1992
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