Hájek-Šidák approach to the asymptotic distribution of multivariate rank order statistics
نویسندگان
چکیده
منابع مشابه
asymptotic property of order statistics and sample quntile
چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...
15 صفحه اولasymptotic fisher information in order statistics of geometric distribution
in this paper, the geometric distribution is considered. the means, variances, and covariances of its order statistics are derived. the fisher information in any set of order statistics in any distribution can be represented as a sum of fisher information in at most two order statistics. it is shown that, for the geometric distribution, it can be further simplified to a sum of fisher informatio...
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In the series of papers [1-3,5,6,8,9,11,12] (papers [11] and [12] were written joint ly with V. Dupac), Hajek systematically investigated the asymptotic properties of linear rank statistics under null hypotheses, under local (contiguous) and some non local alternatives. Besides that , in [4] he derived the rank test of independence in a bivariate distribution, locally most powerful against sp...
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Asymptotic linearity plays a key role in estimation and testing in the presence of nuisance parameters. This property is established, in the very general context of a multivariate general linear model with elliptical VARMA errors, for the serial and nonserial multivariate rank statistics considered in Hallin and Paindaveine (2002a and b, 2004a) and Oja and Paindaveine (2004). These statistics, ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1973
ISSN: 0047-259X
DOI: 10.1016/0047-259x(73)90011-0