On the skewness of extreme order statistics from heterogeneous samples

Weiyong Ding, Jiaxin Yang and Xiaoliang Ling

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 5, 2315-2331

Abstract: The effect of heterogeneity on order statistics has attracted much attention in recent decades. In this paper, we study the skewness of extreme order statistics from heterogeneous samples in the scale models according to star ordering. It is shown that, without any restriction on the scale parameters, the skewness of extreme order statistics from heterogeneous samples is larger than that from homogeneous samples. We further extend this study to the multiple-outlier scale models. Some examples and applications are highlighted as well.

Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1080/03610926.2015.1041984

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