Limit distributions of order statistics with random indices in a stationary Gaussian sequence

被引：5

作者：

Barakat, H. M. ^{[1
]}

Nigm, E. M. ^{[1
]}

Zaid, E. O. Abo ^{[1
]}

机构：

[1] Zagazig Univ, Dept Math, Fac Sci, Zagazig, Egypt

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2017年 / 46卷 / 14期

关键词：

Central order statistics; Extremes; Gaussian sequences; Intermediate order statistics; Random sample size; ASYMPTOTIC PROPERTIES; RANDOM EXTREMES; NORMALIZATION; MAXIMA;

D O I：

10.1080/03610926.2016.1148732

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, we study the limit distributions of the extreme, intermediate, and central order statistics (os) of a stationary Gaussian sequence under equi-correlated setup. When the random sample size is assumed to converge weakly and to be independent of the basic variables, the sufficient (and in some cases the necessary) conditions for the convergence are derived. Finally, we show that the obtained result for the maximum os, with random sample size, is also applicable in the case of the non constant correlation case.

引用

页码：7099 / 7113

页数：15

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