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Uniform limit theorems for functions of order statistics

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  • Wozabal, Nancy

Abstract

We discuss uniform limit theorems for linear combinations of order statistics, when a family of weighting functions (or score functions) is involved. We also show an application of the results to derive asymptotic properties of coherent risk functionals.

Suggested Citation

  • Wozabal, Nancy, 2009. "Uniform limit theorems for functions of order statistics," Statistics & Probability Letters, Elsevier, vol. 79(12), pages 1450-1455, June.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:12:p:1450-1455
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    References listed on IDEAS

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    1. Bruce Jones & Ričardas Zitikis, 2003. "Empirical Estimation of Risk Measures and Related Quantities," North American Actuarial Journal, Taylor & Francis Journals, vol. 7(4), pages 44-54.
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