| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153588 | Statistics & Probability Letters | 2009 | 6 Pages |
Abstract
We discuss uniform limit theorems for linear combinations of order statistics, when a family of weighting functions (or score functions) is involved. We also show an application of the results to derive asymptotic properties of coherent risk functionals.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Nancy Wozabal,