
arXiv: 0810.0579
Let $M_n^{(k)}$ denote the $k$th largest maximum of a sample $(X_1,X_2,...,X_n)$ from parent $X$ with continuous distribution. Assume there exist normalizing constants $a_n>0$, $b_n\in \mathbb{R}$ and a nondegenerate distribution $G$ such that $a_n^{-1}(M_n^{(1)}-b_n)\stackrel{w}{\to}G$. Then for fixed $k\in \mathbb{N}$, the almost sure convergence of \[\frac{1}{D_N}\sum_{n=k}^Nd_n\mathbb{I}\{M_n^{(1)}\le a_nx_1+b_n,M_n^{(2)}\le a_nx_2+b_n,...,M_n^{(k)}\le a_nx_k+b_n\}\] is derived if the positive weight sequence $(d_n)$ with $D_N=\sum_{n=1}^Nd_n$ satisfies conditions provided by Hörmann.
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Strong limit theorems, 60G70, Mathematics - Statistics Theory, Statistics Theory (math.ST), Almost sure convergence, Extreme value theory; extremal stochastic processes, order statistics, FOS: Mathematics, Order statistics; empirical distribution functions, 60F15, 62F15, almost sure convergence, 62F15 (Primary) 60G70, 60F15 (Secondary)
Strong limit theorems, 60G70, Mathematics - Statistics Theory, Statistics Theory (math.ST), Almost sure convergence, Extreme value theory; extremal stochastic processes, order statistics, FOS: Mathematics, Order statistics; empirical distribution functions, 60F15, 62F15, almost sure convergence, 62F15 (Primary) 60G70, 60F15 (Secondary)
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