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On numbers of observations near randomly indexed order statistics

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  • Dembinska, Anna

Abstract

In this paper, we generalize results on asymptotic properties of numbers of iid observations falling into neighborhoods of order statistics in a sample of size n to the case of randomly indexed samples. We establish multivariate limiting distributions of random variables describing numbers of observations near randomly indexed order statistics and show under what conditions these random variables are asymptotically independent.

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  • Dembinska, Anna, 2010. "On numbers of observations near randomly indexed order statistics," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 309-317, March.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:5-6:p:309-317
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    References listed on IDEAS

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    1. Li, Yun, 1999. "A note on the number of records near the maximum," Statistics & Probability Letters, Elsevier, vol. 43(2), pages 153-158, June.
    2. Li, Y. & Pakes, Anthony G., 2001. "On the number of near-maximum insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 309-323, June.
    3. Pakes, Anthony G. & Li, Yun, 1998. "Limit laws for the number of near maxima via the Poisson approximation," Statistics & Probability Letters, Elsevier, vol. 40(4), pages 395-401, November.
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    Cited by:

    1. Rasbagh Vasudeva & J. Vasantha Kumari, 2014. "Asymptotic behaviour of near-maxima of Gaussian sequences," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(7), pages 861-866, October.

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