Multivariate order statistics: the intermediate case

DOI10.1007/S13171-017-0099-1MaRDI QIDQ1744724zbMATH OpenOpenAlexFDO

Authors Michael Falk, Florian Wisheckel

Publication date 19 April 2018

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1607.05896

zbMATH Keywords

copulaasymptotic normalitydomain of attractionintermediate order statisticsmultivariate order statistics\(D\)-normvon Mises type conditions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Abstract: Asymptotic normality of intermediate order statistics taken from univariate iid random variables is well-known. We generalize this result to random vectors in arbitrary dimension, where the order statistics are taken componentwise.

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Cited in

(6)

• Asymptotic behavior of the maximum of multivariate order statistics in a norm sense
• Limit theorems for univariate and bivariate order statistics with variable ranks
• Order statistics of the generalised multinomial measure
• Multivariate order statistics
• Limiting multivariate distributions of intermediate order statistics
• A note on uniform asymptotic normality of intermediate order statistics

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