On the rate at which the sample extremes become independent

DOI10.1214/AOP/1176992374zbMath0605.62046OpenAlexW2054807844MaRDI QIDQ1083797

Michael Falk, W. Kohne

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992374

zbMATH Keywords

independenceupper boundsasymptotic expansionextreme value distributionextreme order statisticssample extremes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

Related Items (3)

Uniform convergence of sums of order statistics to stable laws ⋮ Asymptotic independence of bivariate order statistics ⋮ Efficient nonparametric estimation for skewed distributions

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