Multivariate stability and strong limiting behaviour of intermediate order statistics

• Tipo: Artigo em Revista Científica Internacional
• Data: 2001

Autores

Barme Delcroix, MF (Autor) Outra; Brito, M (Autor) FCUP

Revista

Título: Journal of Multivariate Analysis

Vol. 79

Páginas: 157-170

ISSN: 0047-259X

Editora: Elsevier

Indexação

ISI Web of Knowledge - 4 Citações

Scopus - 3 Citações

Classificação Científica

FOS: Ciências exactas e naturais > Matemática

Outras Informações

ID Authenticus: P-000-SXM

DOI: 10.1006/jmva.2000.1962

Abstract (EN): We investigate the almost sure stability of intermediate order statistics of a sample from a multivariate distribution. It is shown that the ordering of the multivariate sample-based on an increasing family of conditional quantile surfaces-enables us to use a univariate approach. In the univariate case, we characterise the strong limiting behaviour of weighted uniform quantile processes along an intermediate sequence satisfying suitable conditions of growth and regularity. From this characterisation a necessary and sufficient condition for the almost sure stability is deduced. (C) 2001 Academic Press.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 14