Processes of rth largest
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Altmetric Citations
Buchmann, Boris; Maller, Ross
; Resnick, Sidney I.
Description
For integers n ≥ r, we treat the rth largest of a sample of size n as an R∞ -valued stochastic process in r which we denote as M(r). We show that the sequence regarded in this way satisfies the Markov property. We go on to study the asymptotic behavior of M(r) as r → ∞, and, borrowing from classical extreme value theory, show that left-tail domain of attraction conditions on the underlying distribution of the sample guarantee weak limits for both the range of M(r) and M(r) itself, after...[Show more]
Collections | ANU Research Publications |
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Date published: | 2018 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/219353 |
Source: | Extremes |
DOI: | 10.1007/s10687-018-0308-x |
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01_Buchmann_Processes_of_rth_largest_2018.pdf | 672.05 kB | Adobe PDF | Request a copy |
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