Publication | Open Access
A Strong Law for Linear Functions of Order Statistics
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1980
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Order TheoryEngineeringIntegrable ProbabilityStraightforward ExtensionsIntegrability ConditionsStatistical InferenceProbability TheoryRandom MatrixMathematical StatisticStatisticsOrder Statistics
A strong law of large numbers for linear combinations of order statistics is proved under integrability conditions only. Together with some straightforward extensions, the theorem generalizes previous results of Wellner, Helmers and Sen.