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Asymptotic properties of high order spacings under dependence assumptions
Umeå University, Faculty of Science and Technology, Mathematical statistics.
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.
2000 (English)In: Mathematical Methods of Statistics, ISSN 1066-5307, E-ISSN 1934-8045, Vol. 9, no 4, 437-448 p.Article in journal (Refereed) Published
Abstract [en]

Strong limit theorems are proved for sums of logarithms of spacings of increasing order when the observations satisfy a phi-mixing or an alpha-mixing condition. Applications of the results in goodness of fit and parametric estimation problems are discussed.

Place, publisher, year, edition, pages
Allerton Press , 2000. Vol. 9, no 4, 437-448 p.
Keyword [en]
High order spacings, goodness of fit, maximum spacing method, phi-mixing and a-mixing sequences.
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:umu:diva-63700OAI: oai:DiVA.org:umu-63700DiVA: diva2:582401
Available from: 2013-01-04 Created: 2013-01-04 Last updated: 2017-12-06Bibliographically approved

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Yu, JunEkström, Magnus

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