IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v7y1978i3p265-275.html
   My bibliography  Save this article

Some asymptotic expansions of moments of order statistics

Author

Listed:
  • Hall, Peter

Abstract

Series expansions of moments of order statistics are obtained from expansions of the inverse of the distribution function. They are valid for certain types of distributions with regularly varying tails. We show that the expansions converge quickly when the sample size is moderate to large, and we obtain bounds on the rate of convergence. The special case of the Cauchy distribution is treated in more detail.

Suggested Citation

  • Hall, Peter, 1978. "Some asymptotic expansions of moments of order statistics," Stochastic Processes and their Applications, Elsevier, vol. 7(3), pages 265-275, August.
    • Handle: RePEc:eee:spapps:v:7:y:1978:i:3:p:265-275
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(78)90046-7
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Thomas A. Gresik & Mark A. Satterthwaite, 1985. "The Rate At Which a Simple Market Becomes Efficient as the Number of Traders Increases: An Asymptotic Result for Optimal Trading Mechanisms," Discussion Papers 708, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:7:y:1978:i:3:p:265-275. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.