Abstract
Asymptotic normality of linear combinations of order statistics of the form is investigated along with a slightly trimmed version of . Theorem 5 of Stigler (1974) is extended to show asymptotic normality of for a wide class of score functions. In addition, a proof of Theorem 4 of Stigler (1974) is given.
Citation
David M. Mason. "Asymptotic Normality of Linear Combinations of Order Statistics with a Smooth Score Function." Ann. Statist. 9 (4) 899 - 908, July, 1981. https://doi.org/10.1214/aos/1176345531
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