Rate of Convergence of Intermediate Order Statistics

Shihong Cheng, Laurens de Haan and Xin Huang
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Shihong Cheng: Peking University
Laurens de Haan: Erasmus University Rotterdam
Xin Huang: Peking University

Journal of Theoretical Probability, 1997, vol. 10, issue 1, 1-23

Abstract: Abstract Exact rates are derived for the uniform convergence of the density of intermediate order statistics towards the normal or lognormal density under certain smoothness conditions. Our methods also give the exact rate of convergence in the uniform metric and in the total variation metric.

Keywords: Rate of convergence; intermediate order statistics; uniform metric; total variation metric (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1022613513012

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