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Empirical distribution functions and functions of order statistics for mixing random variables

Author

Listed:
  • Puri, Madan L.
  • Tran, Lanh T.

Abstract

Some fundamental properties of the empirical distribution functions are derived in the case of mixing random variables. These properties are then utilized to study asymptotic normality and strong laws of large numbers for functions of order statistics.

Suggested Citation

  • Puri, Madan L. & Tran, Lanh T., 1980. "Empirical distribution functions and functions of order statistics for mixing random variables," Journal of Multivariate Analysis, Elsevier, vol. 10(3), pages 405-425, September.
    • Handle: RePEc:eee:jmvana:v:10:y:1980:i:3:p:405-425
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    Cited by:

    1. Lanh Tran, 1988. "Rank order statistics for time series models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(2), pages 247-260, June.

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