Courrier du Savoir scientifique et technique
Volume 3, Numéro 3, Pages 03-15
2014-04-16
Auteurs : Abdelhakim Necir . Brahimi Brahim .
The limit distributions of linear and non-linear combinations of the kn = o(n) order statistics of i.i.d. random variables whose maximum belongs to the domain of attraction of the Gumbel law are obtained. Our results may be applied in actuarial studies, estimation of scale-location parameters, estimation of squared deviation in tail of a distribution, robustness theory and detection of the outliers in statistical data. It is also closely related to the moment estimator of Dekkers-Einmahl-de Hann (1989) for the index of an extreme distribution. This study completes that of Necir (1990, 1991a, 1991b, 2000a, 2000b).
The limit distributions of linear and non-linear combinations of the kn = o(n) order statistics of i.i.d. random variables whose maximum belongs to the domain of attraction of the Gumbel law are obtained. Our results may be applied in actuarial studies, estimation of scale-location parameters, estimation of squared deviation in tail of a distribution, robustness theory and detection of the outliers in statistical data. It is also closely related to the moment estimator of Dekkers-Einmahl-de Hann (1989) for the index of an extreme distribution. This study completes that of Necir (1990, 1991a, 1991b, 2000a, 2000b).
Benkaci Tarik
.
Mezenner Noureddine
.
Dechemi Noureddine
.
pages 118-133.
Alayat H
.
Kherici N
.
Lamouroux C
.
pages 28-42.
Antari J.
.
Iqdour R.
.
Zeroual A.
.
pages 237-251.
Bousselsal Mahmoud
.
Bellour Azzeddine
.
pages 31-39.