Independence of order statistics

DOI10.1214/aop/1176991791zbMath0637.62046OpenAlexW1967314487MaRDI QIDQ1098518

Michael Falk, Rolf-Dieter Reiss

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1214/aop/1176991791

zbMATH Keywords

asymptotic expansionconditional expectationuniform distributionsharp boundasymptotic independence of order statisticsdependence between sets of order statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Related Items (5)

Comparison of location models of Weibull type samples and extreme value processes ⋮ Uniform convergence of sums of order statistics to stable laws ⋮ Asymptotic independence of bivariate order statistics ⋮ Some Best Parameter Estimates for Distributions with Finite Endpoint ⋮ Testing serial correlations in high-dimensional time series via extreme value theory

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