Frenk, J.B.G.; Houweninge, M. van; Rinnooy Kan, A.H.G. - Erasmus University Rotterdam, Econometric Institute - 1987
Under mild conditions on the distribution functionF, we analyze the asymptotic behavior in expectation of the smallest order statistic, both for the case thatF is defined on (–, +) and for the case thatF is defined on (0, ). These results yield asymptotic estimates of the expected optiml...
