Multivariate stability and strong limiting behaviour of intermediate order statistics

• Type: Article in International Scientific Journal
• Date: 2001

Authors

Barme Delcroix, MF (Author) Other; Brito, M (Author) FCUP

Journal

Title: Journal of Multivariate Analysis

Vol. 79

Pages: 157-170

ISSN: 0047-259X

Publisher: Elsevier

Indexing

ISI Web of Knowledge - 4 Citations

Scopus - 3 Citations

Scientific classification

FOS: Natural sciences > Mathematics

Other information

Authenticus ID: 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.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 14