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Rate of Convergence of Intermediate Order Statistics |
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| Authors: | Shihong Cheng Laurens de Haan Xin Huang |
| Affiliation: | (1) Peking University, China;(2) Erasmus University Rotterdam, The Netherlands |
| Abstract: | Exact rates are derived for the uniform convergence of the density of intermediate order statistics towards the normal or lognormal density under certain smoothness conditions. Our methods also give the exact rate of convergence in the uniform metric and in the total variation metric. |
| Keywords: | Rate of convergence intermediate order statistics uniform metric total variation metric |
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