Processes of rth largest
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|
|Access Rights:||Open Access|
|Process of rlargest-AAM.pdf||213.69 kB||Adobe PDF|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.