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On numbers of observations near randomly indexed order statistics

Anna Dembinska

Statistics & Probability Letters, 2010, vol. 80, issue 5-6, 309-317

Abstract: In this paper, we generalize results on asymptotic properties of numbers of iid observations falling into neighborhoods of order statistics in a sample of size n to the case of randomly indexed samples. We establish multivariate limiting distributions of random variables describing numbers of observations near randomly indexed order statistics and show under what conditions these random variables are asymptotically independent.

Date: 2010
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