Distributional expansions of powered order statistics from general error distribution
Probability
2019-05-07 v1
Abstract
Let be a sequence of independent random variables with common general error distribution with shape parameter , and let denote the th largest order statistics of . With different normalizing constants the distributional expansions of normalized powered order statistics are established, from which the convergence rates of powered order statistics to their limits are derived. This paper generalized Hall's results on powered-extremes of normal sequence.
Cite
@article{arxiv.1905.01397,
title = {Distributional expansions of powered order statistics from general error distribution},
author = {Yingyin Lu and Zuoxiang Peng},
journal= {arXiv preprint arXiv:1905.01397},
year = {2019}
}
Comments
18 pages