Asymptotic distributions for weighted power sums of extreme values

نویسندگان

چکیده

Let $X_{1,n}\le\cdots\le X_{n,n}$ be the order statistics of $n$ independent random variables with a common distribution function $F$ having right heavy tail index $\gamma$. Given known constants $d_{i,n}$, $1\le i\le n$, consider weighted power sums $\sum^{k_n}_{i=1}d_{n+1-i,n}\log^pX_{n+1-i,n}$, where $p>0$ and $k_n$ are positive integers such that $k_n\to\infty$ $k_n/n\to0$ as $n\to\infty$. Under some constraints on weights we prove asymptotic normality for over whole heavy-tail model. We apply obtained result to construct new class estimators parameter

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ژورنال

عنوان ژورنال: Acta Scientiarum Mathematicarum

سال: 2021

ISSN: ['0324-5462', '2064-8316', '0001-6969']

DOI: https://doi.org/10.14232/actasm-020-323-9