The Annals of Statistics

Asymptotic Normality of Linear Combinations of Order Statistics with a Smooth Score Function

David M. Mason

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Abstract

Asymptotic normality of linear combinations of order statistics of the form $T_n = n^{-1} \sum J(i/(n + 1))X_{in}$ is investigated along with a slightly trimmed version of $T_n$. Theorem 5 of Stigler (1974) is extended to show asymptotic normality of $T_n$ for a wide class of score functions. In addition, a proof of Theorem 4 of Stigler (1974) is given.

Article information

Source
Ann. Statist. Volume 9, Number 4 (1981), 899-908.

Dates
First available: 12 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aos/1176345531

JSTOR
links.jstor.org

Digital Object Identifier
doi:10.1214/aos/1176345531

Mathematical Reviews number (MathSciNet)
MR619294

Zentralblatt MATH identifier
0472.62057

Subjects
Primary: 62G30: Order statistics; empirical distribution functions
Secondary: 60F05: Central limit and other weak theorems 62E20: Asymptotic distribution theory 63G35

Keywords
Linear combinations of order statistics asymptotic normality efficient estimation

Citation

Mason, David M. Asymptotic Normality of Linear Combinations of Order Statistics with a Smooth Score Function. The Annals of Statistics 9 (1981), no. 4, 899--908. doi:10.1214/aos/1176345531. http://projecteuclid.org/euclid.aos/1176345531.


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