On the rate at which the sample extremes become independent (Q1083797)
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scientific article; zbMATH DE number 3978155
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| English | On the rate at which the sample extremes become independent |
scientific article; zbMATH DE number 3978155 |
Statements
On the rate at which the sample extremes become independent (English)
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1986
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It is well-known that the sample extremes become independent if the sample size increases. In this paper upper bounds for the rate at which the extremes become independent are established which are sharp if the underlying distribution function is continuous.
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extreme value distribution
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extreme order statistics
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independence
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asymptotic expansion
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sample extremes
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upper bounds
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0.7879497408866882
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0.7643147110939026
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