Empirical distribution functions and functions of order statistics for mixing random variables

Some fundamental properties of the empirical distribution functions are derived in the case of mixing random variables. These properties are then utilized to study asymptotic normality and strong laws of large numbers for functions of order statistics.

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Year of publication:	1980
Authors:	Puri, Madan L. ; Tran, Lanh T.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 10.1980, 3, p. 405-425
Publisher:	Elsevier
Keywords:	empirical distribution function order statistics mixing strong laws of large numbers

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153234