Almost Sure Convergence of Extreme Order Statistics
Statistics Theory
2008-10-06 v1 Statistics Theory
Abstract
Let denote the th largest maximum of a sample from parent with continuous distribution. Assume there exist normalizing constants , and a nondegenerate distribution such that . Then for fixed , the almost sure convergence of is derived if the positive weight sequence with satisfies conditions provided by H\"{o}rmann.
Cite
@article{arxiv.0810.0579,
title = {Almost Sure Convergence of Extreme Order Statistics},
author = {Zuoxiang Peng and Jiaona Li and Saralees Nadarajah},
journal= {arXiv preprint arXiv:0810.0579},
year = {2008}
}
Comments
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)