English

Distributional expansions of powered order statistics from general error distribution

Probability 2019-05-07 v1

Abstract

Let {Xn,n1}\{X_{n}, n\ge 1\} be a sequence of independent random variables with common general error distribution GED(v)GED(v) with shape parameter v>0v>0, and let Mn,rM_{n,r} denote the rrth largest order statistics of X1,X2,,XnX_{1}, X_{2}, \cdots, X_{n}. With different normalizing constants the distributional expansions of normalized powered order statistics Mn,rp|M_{n,r}|^{p} 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.

Keywords

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

R2 v1 2026-06-23T08:56:47.163Z