ASYMPTOTIC NORMALITY OF A VARIANCE ESTIMATOR OF A LINEAR COMBINATION OF A FUNCTION OF ORDER STATISTICS

被引：6

作者：

GARDINER, JC ^{[1
]}

SEN, PK ^{[1
]}

机构：

[1] UNIV N CAROLINA,DEPT BIOSTAT,CHARLOTTE,NC 28223

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1979年 / 50卷 / 02期

关键词：

D O I：

10.1007/BF00533640

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An estimator of the asymptotic variance of (a randomly stopped) linear combination of a function of order statistics is considered and its asymptotic normality is studied under appropriate regularity conditions. A comparative study of the regularity conditions pertaining to the asymptotic normality and strong convergence of linear combinations of functions of order statistics and their estimated asymptotic variances is also made. © 1979 Springer-Verlag.

引用

页码：205 / 221

页数：17

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