On numbers of observations near randomly indexed order statistics

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.

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Year of publication:	2010
Authors:	Dembinska, Anna
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 5-6, p. 309-317
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10008551100