No label defined (Q4937402)

Let \((X_{1j}, X_{2j})\), \(1\leq j\leq n\), be a sequence of independent observations on the vector \((X_1,X_2)\) with distribution function \(F(x_1, x_2)\). Arrange the components \(X_{1j}\) and \(X_{2j}\) in a nondecreasing order \(X_{1,k:n}\leq X_{1,k+1:n}\) and \(X_{2,t:n}\leq X_{2,t+1:n}\), respectively. The author establishes conditions for the existence of sequences \(u_{1n}\) and \(u_{2n}\) such that, for specific choices of the sequences \(k=k(n)\) and \(t=t(n)\), \(P(X_{1,k:n}\leq u_{1n}\), \(X_{2,t:n}\leq u_{2n})\) converges to some number \(a\), \(0<a<1\), as well as the univariate marginals converge to \(b_1\) and \(b_2\), respectively, where \(0<b_1<1\) and \(0<b_2<1\). Special emphasis is laid on the choices of \(k(n)\) and \(t(n)\) when they are independent of \(n\) or when \(k(n)=n-s\) and \(t(n)=n-r\) with \(s\) and \(r\) independent of \(n\). Conditions leading to \(a=b_1b_2\) also are discussed.