Asymptotic Normality of a Variance Estimator of a Linear Combination of a Function of Order Statistics. Revision,

Abstract

An estimator of the asymptotic variance of (a randomly stopped) linear combination of a function of order statistics is considered and its asymptotic normality is studied under appropriate regularity conditions. A comparative study of the regularity conditions pertaining to the asymptotic normality and strong convergence of linear combinations of functions or order statistics and their estimated asymptotic variances is also made. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1979
Accession Number
ADA074846

Entities

People

  • Joseph C. Gardiner
  • Pranab Kumar Sen

Organizations

  • Michigan State University

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Convergence
  • Data Science
  • Estimators
  • Information Science
  • Normality
  • Order Statistics
  • Real Numbers
  • Statistics
  • Three Dimensional

Fields of Study

  • Mathematics

Readers

  • Statistical inference.