On the rate of convergence to asymptotic independence between order statistics.

DOI10.1016/j.spl.2003.10.020zbMath1085.62053OpenAlexW2022581404MaRDI QIDQ1427722

Werner Hürlimann

Publication date: 14 March 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.10.020

zbMATH Keywords

measureOrder statisticsCopulasAsymptotic independenceSchweizer--Wolff

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Related Items (4)

Peak-end rule versus average utility: How utility aggregation affects evaluations of experiences ⋮ On the rate of convergence to asymptotic independence between order statistics under power normalization with extension to the generalized order statistics ⋮ Comments on the rate of convergence to asymptotic independence between order statistics ⋮ A Nonparametric General Criterion of Asymptotic Dependence Between Order Statistics

Cites Work

• Bivariate extreme statistics. I
• Order statistics: theory \& methods
• On nonparametric measures of dependence for random variables
• An introduction to copulas. Properties and applications
• Linear Estimation from Censored Data
• Certain Uncorrelated Statistics
• On the Mean Character and Variance of a Ranked Individual, and on the Mean and Variance of the Intervals Between Ranked Individuals
• The Asymptotic Distribution of Maxima in Bivariate Samples
• Association of Random Variables, with Applications
• SAMPLE SIZES FOR APPROXIMATE INDEPENDENCE BETWEEN SAMPLE MEDIAN AND LARGEST (OR SMALLEST) ORDER STATISTIC
• Sample Sizes for Approximate Independence of Largest and Smallest Order Statistics
• THE DISTRIBUTION OF THE RATIO, IN A SINGLE NORMAL SAMPLE, OF RANGE TO STANDARD DEVIATION
• On the Independence of the Extremes in a Sample
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