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Edgeworth Expansion of Densities of Order Statistics with Fixed Rank |
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| Authors: | |
| Institution: | (1) School of Mathematical Sciences, Peking University, Beijing 100871, P. R. China |
| Abstract: | We give an Edgeworth expansion for densities of order statistics with fixed rank k. The Edgeworth expansion for densities of extreme values is then obtained as a special case k = 1. Supported by Natural Science Foundation of China (19771004) and Education Foundation of Yunnan Province |
| Keywords: | Order statistics with fixed rank Edgeworth expansion for densities Von-Mises condition |
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