Distribution of the maximum of concomitants of selected order statistics

DOI10.1214/aos/1176325380zbMath0795.62010OpenAlexW2014798451MaRDI QIDQ1327854

H. N. Nagaraja, Herbert A. David

Publication date: 18 September 1994

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

Full work available at URL: https://doi.org/10.1214/aos/1176325380

zbMATH Keywords

weak convergencesufficient conditionslimit distributionconcomitants of order statisticssimple linear regressiontail equivalencenorming constantsabsolutely continuous bivariate populationbivariate normal populationquantile case

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Related Items (18)

Bounds for expectations of concomitants ⋮ Application of Concomitants of Order Statistics of Independent Non Identically Distributed Random Variables in Estimation ⋮ ON PSEUDO-RAYLEIGH DISTRIBUTION ⋮ Limit theorems for induced extreme values ⋮ Size-biased permutation of a finite sequence with independent and identically distributed terms ⋮ On a new class of probability distributions ⋮ Estimation of conditional laws given an extreme component ⋮ Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours ⋮ Tolerance intervals for quantiles of bivariate risks and risk measurement ⋮ On the use of the Borel-Cantelli lemma in Markov chains ⋮ Distribution of extremes of \(r\)\,th concomitant from the Morgenstern family ⋮ Distribution of extremal order statistics from large subsets of concomitants ⋮ Efficient simulation of complete and censored samples from common bivariate exponential distributions ⋮ Conditional limits of \(W_{p}\) scale mixture distributions ⋮ Bounds for Moments of the Maximum of Concomitants of Selected Order Statistics With Application ⋮ Distribution of order statistics from selected subsets of concomitants ⋮ Asymptotic properties of type I elliptical random vectors ⋮ On the strong Kotz approximation of Dirichlet random vectors

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